+539.0%
CIEN vs BIL
+13.8%
+525.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.2% |
| 7D | +15.3% | +0.1% | +15.2% | +16.3% |
| 30D | -22.0% | +0.3% | -22.3% | -18.2% |
| 3M | -36.6% | +1.0% | -37.6% | -25.3% |
| 6M | -51.5% | +1.9% | -53.3% | -31.6% |
| YTD | +20.0% | +3.2% | +16.8% | +102.7% |
| 1Y | +44.5% | +3.7% | +40.7% | +164.4% |
| 3Y | +539.0% | +13.8% | +525.2% | +2,584.3% |
| All | +539.0% | +13.8% | +525.2% | +2,584.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling