+304.6%
CIEN vs BIL
+19.4%
+285.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.4% | +5.3% |
| 7D | -24.1% | -0.3% | -23.8% | -23.3% |
| 30D | -45.5% | 0.0% | -45.5% | -44.2% |
| 3M | -39.7% | +0.3% | -40.0% | -38.4% |
| 6M | -57.8% | +1.2% | -59.0% | -56.9% |
| YTD | +4.1% | +2.5% | +1.6% | +3.3% |
| 1Y | +20.8% | +3.0% | +17.8% | +18.3% |
| 3Y | +463.1% | +13.2% | +450.0% | +211.6% |
| All | +304.6% | +19.4% | +285.1% | +24.1% |
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 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