+506.7%
CIEN vs BIL
+19.4%
+487.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -5.3% | +0.1% | -5.4% | -5.1% |
| 30D | -17.2% | +0.3% | -17.5% | -16.7% |
| 3M | -26.9% | +0.9% | -27.8% | -25.7% |
| 6M | +16.0% | +1.8% | +14.2% | +16.6% |
| YTD | +45.9% | +2.5% | +43.5% | +44.5% |
| 1Y | +186.8% | +3.7% | +183.1% | +177.7% |
| 3Y | +607.8% | +14.1% | +593.7% | +314.0% |
| 5Y | +506.7% | +19.4% | +487.3% | +154.8% |
| All | +506.7% | +19.4% | +487.3% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling