+1,500.5%
CIEN vs BNS
+188.9%
+1,311.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.1% |
| 7D | +8.9% | -0.4% | +9.3% | +9.1% |
| 30D | -19.1% | +3.5% | -22.6% | -20.9% |
| 3M | -21.5% | +14.1% | -35.6% | -27.5% |
| 6M | +2.8% | +33.8% | -31.0% | -13.1% |
| YTD | +49.5% | +29.5% | +20.0% | +28.5% |
| 1Y | +163.8% | +48.4% | +115.4% | +110.3% |
| 3Y | +615.8% | +129.6% | +486.2% | +344.0% |
| 5Y | +548.4% | +96.1% | +452.3% | +337.6% |
| All | +1,500.5% | +188.9% | +1,311.6% | +761.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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