+355.8%
CIEN vs BND
-1.7%
+357.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.4% | -4.5% |
| 7D | +15.3% | -1.4% | +16.7% | +16.2% |
| 30D | -22.0% | +0.6% | -22.6% | -22.5% |
| 3M | -36.6% | -1.6% | -35.0% | -36.1% |
| 6M | -51.5% | -1.5% | -49.9% | -51.0% |
| YTD | +20.0% | -1.5% | +21.4% | +21.2% |
| 1Y | +44.5% | -1.1% | +45.5% | +45.7% |
| 3Y | +539.0% | +13.6% | +525.4% | +489.8% |
| All | +355.8% | -1.7% | +357.5% | +332.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling