+996.3%
CIEN vs BIL
+30.4%
+965.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -15.2% | +0.1% | -15.3% | -14.9% |
| 30D | -21.5% | +0.3% | -21.8% | -20.5% |
| 3M | -40.1% | +0.9% | -41.0% | -37.8% |
| 6M | -6.6% | +1.8% | -8.4% | 0.0% |
| YTD | +37.3% | +2.4% | +34.8% | +50.1% |
| 1Y | +174.5% | +3.7% | +170.8% | +214.8% |
| 3Y | +562.3% | +14.2% | +548.1% | +1,011.5% |
| 5Y | +463.9% | +19.4% | +444.5% | +1,044.2% |
| 10Y | +1,302.4% | +25.2% | +1,277.1% | +3,482.9% |
| All | +996.3% | +30.4% | +965.9% | +3,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling