+163.8%
CIEN vs BNS
+49.3%
+114.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.9% |
| 7D | +8.9% | -0.4% | +9.3% | +9.2% |
| 30D | -19.1% | +3.5% | -22.6% | -21.9% |
| 3M | -21.5% | +14.1% | -35.6% | -31.6% |
| 6M | +2.8% | +33.8% | -31.0% | -25.0% |
| YTD | +49.5% | +29.5% | +20.0% | +12.7% |
| 1Y | +163.8% | +48.4% | +115.4% | +83.4% |
| All | +163.8% | +49.3% | +114.5% | +83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling