+1,460.5%
CIEN vs BIL
+25.2%
+1,435.3%
-49.5%
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% | -1.0% |
| 7D | -4.6% | +0.1% | -4.6% | -4.8% |
| 30D | -12.8% | +0.3% | -13.1% | -14.0% |
| 3M | -23.1% | +0.9% | -24.0% | -26.4% |
| 6M | +6.1% | +1.8% | +4.3% | -4.4% |
| YTD | +44.5% | +2.5% | +42.1% | +24.8% |
| 1Y | +176.6% | +3.7% | +172.9% | +121.6% |
| 3Y | +601.0% | +14.1% | +586.9% | +170.3% |
| 5Y | +509.1% | +19.4% | +489.7% | +44.6% |
| 10Y | +1,460.5% | +25.2% | +1,435.3% | +113.9% |
| All | +1,460.5% | +25.2% | +1,435.3% | +113.9% |
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