+110.1%
CIEN vs BAX
+269.3%
-159.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.3% | +3.6% | -13.0% | -10.3% |
| 30D | -39.5% | +8.5% | -48.0% | -41.4% |
| 3M | -29.8% | -4.9% | -25.0% | -29.2% |
| 6M | -50.4% | +47.0% | -97.3% | -57.6% |
| YTD | +16.3% | +38.4% | -22.1% | 0.0% |
| 1Y | +30.4% | +49.1% | -18.8% | +8.7% |
| 3Y | +516.6% | -14.9% | +531.5% | +498.9% |
| 5Y | +349.8% | -63.1% | +412.9% | +487.7% |
| 10Y | +1,184.7% | -35.6% | +1,220.3% | +1,209.7% |
| All | +110.1% | +269.3% | -159.2% | -18.2% |
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 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