+520.6%
CIEN vs BNS
+92.5%
+428.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.6% |
| 7D | +5.4% | -2.2% | +7.6% | +7.0% |
| 30D | -13.7% | +4.5% | -18.1% | -16.5% |
| 3M | -23.0% | +14.9% | -37.9% | -30.5% |
| 6M | -0.8% | +32.5% | -33.3% | -18.8% |
| YTD | +43.1% | +28.6% | +14.4% | +19.3% |
| 1Y | +157.6% | +48.4% | +109.3% | +95.7% |
| 3Y | +593.8% | +130.8% | +463.0% | +289.4% |
| 5Y | +520.6% | +94.8% | +425.8% | +292.8% |
| All | +520.6% | +92.5% | +428.1% | +292.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling