+160.3%
CIEN vs BAX
+0.1%
+160.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -4.6% | -5.1% | +0.5% | -4.3% |
| 30D | -12.8% | -12.2% | -0.7% | -12.1% |
| 3M | -23.1% | +21.8% | -44.9% | -24.5% |
| 6M | +6.1% | +36.3% | -30.2% | +1.1% |
| YTD | +44.5% | +27.8% | +16.7% | +38.8% |
| All | +160.3% | +0.1% | +160.2% | +163.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling