+127.0%
CIEN vs BAX
+259.8%
-132.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.7% |
| 3M | -32.0% | -4.5% | -27.5% | -31.4% |
| 6M | -49.1% | +44.0% | -93.1% | -56.2% |
| YTD | +25.7% | +34.9% | -9.2% | +8.9% |
| 1Y | +40.3% | +37.9% | +2.4% | +20.3% |
| 3Y | +566.2% | -17.1% | +583.3% | +552.7% |
| 5Y | +378.7% | -64.3% | +443.0% | +532.5% |
| 10Y | +1,252.3% | -35.9% | +1,288.2% | +1,279.3% |
| All | +127.0% | +259.8% | -132.7% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling