-51.5%
CIEN vs BAX
+45.9%
-97.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.8% | -4.5% |
| 7D | +15.3% | +0.1% | +15.2% | +15.2% |
| 30D | -22.0% | +4.1% | -26.1% | -20.7% |
| 3M | -36.6% | -4.5% | -32.1% | -36.4% |
| 6M | -51.5% | +49.2% | -100.7% | -45.4% |
| All | -51.5% | +45.9% | -97.3% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling