+1,500.5%
CIEN vs BND
+15.0%
+1,485.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +8.9% | -1.0% | +9.9% | +9.4% |
| 30D | -19.1% | -1.1% | -18.0% | -18.7% |
| 3M | -21.5% | -1.9% | -19.6% | -20.9% |
| 6M | +2.8% | -1.6% | +4.4% | +3.6% |
| YTD | +49.5% | -1.2% | +50.7% | +50.5% |
| 1Y | +163.8% | -0.7% | +164.5% | +165.2% |
| 3Y | +615.8% | +12.5% | +603.3% | +587.8% |
| 5Y | +548.4% | -2.5% | +550.9% | +528.1% |
| All | +1,500.5% | +15.0% | +1,485.5% | +1,789.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling