+1,206.6%
CIEN vs BAX
-36.0%
+1,242.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +27.4% | +0.4% | +27.0% | +27.3% |
| 30D | -26.6% | +3.4% | -30.0% | -27.3% |
| 3M | -32.0% | -4.5% | -27.5% | -31.4% |
| 6M | -49.1% | +44.0% | -93.1% | -54.6% |
| YTD | +25.7% | +34.9% | -9.2% | +12.7% |
| 1Y | +40.3% | +37.9% | +2.4% | +24.7% |
| 3Y | +566.2% | -17.1% | +583.3% | +559.7% |
| 5Y | +378.7% | -64.3% | +443.0% | +547.8% |
| All | +1,206.6% | -36.0% | +1,242.6% | +1,486.3% |
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