+731.2%
CIEN vs BIL
+30.8%
+700.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.4% | +5.5% |
| 7D | -24.1% | -0.3% | -23.8% | -24.8% |
| 30D | -45.5% | 0.0% | -45.5% | -45.4% |
| 3M | -39.7% | +0.6% | -40.3% | -38.2% |
| 6M | -57.8% | +1.5% | -59.3% | -55.2% |
| YTD | +4.1% | +2.8% | +1.3% | +15.2% |
| 1Y | +20.8% | +3.3% | +17.5% | +36.7% |
| 3Y | +463.1% | +13.5% | +449.7% | +823.2% |
| 5Y | +302.3% | +19.8% | +282.5% | +727.1% |
| 10Y | +1,164.4% | +25.6% | +1,138.8% | +3,169.0% |
| All | +731.2% | +30.8% | +700.5% | +2,816.8% |
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 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