+1,184.7%
CIEN vs BIL
+25.7%
+1,159.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | -9.3% | +0.1% | -9.4% | -10.0% |
| 30D | -39.5% | 0.0% | -39.5% | -38.7% |
| 3M | -29.8% | +0.6% | -30.4% | -30.9% |
| 6M | -50.4% | +1.5% | -51.9% | -53.5% |
| YTD | +16.3% | +2.8% | +13.6% | +0.2% |
| 1Y | +30.4% | +3.3% | +27.0% | +8.7% |
| 3Y | +516.6% | +13.4% | +503.2% | +158.1% |
| 5Y | +349.8% | +19.8% | +329.9% | +3.7% |
| 10Y | +1,184.7% | +25.7% | +1,159.0% | +67.1% |
| All | +1,184.7% | +25.7% | +1,159.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling