+1,146.8%
CIEN vs BAX
-35.8%
+1,182.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.8% | -4.6% |
| 7D | +15.3% | +0.1% | +15.2% | +15.3% |
| 30D | -22.0% | +4.1% | -26.1% | -22.9% |
| 3M | -36.6% | -4.5% | -32.1% | -36.1% |
| 6M | -51.5% | +49.2% | -100.7% | -57.1% |
| YTD | +20.0% | +35.2% | -15.3% | +7.5% |
| 1Y | +44.5% | +38.3% | +6.2% | +28.3% |
| 3Y | +539.0% | -19.0% | +558.1% | +538.7% |
| 5Y | +356.8% | -64.2% | +421.0% | +517.7% |
| All | +1,146.8% | -35.8% | +1,182.7% | +1,412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling