+506.7%
CIEN vs BAX
-67.0%
+573.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.1% | +6.9% |
| 7D | -5.3% | -2.4% | -2.9% | -5.0% |
| 30D | -17.2% | -9.7% | -7.5% | -16.0% |
| 3M | -26.9% | +29.3% | -56.1% | -30.5% |
| 6M | +16.0% | +40.7% | -24.6% | +8.1% |
| YTD | +45.9% | +30.3% | +15.7% | +37.0% |
| 1Y | +186.8% | +3.4% | +183.4% | +180.2% |
| 3Y | +607.8% | -32.0% | +639.8% | +633.7% |
| 5Y | +506.7% | -66.9% | +573.6% | +666.4% |
| All | +506.7% | -67.0% | +573.8% | +666.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling