+848.6%
CIEN vs BNS
+1,476.3%
-627.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +7.1% |
| 7D | -5.3% | +1.8% | -7.1% | -6.8% |
| 30D | -17.2% | +4.5% | -21.7% | -20.1% |
| 3M | -26.9% | +15.8% | -42.7% | -34.7% |
| 6M | +16.0% | +31.5% | -15.5% | -5.5% |
| YTD | +45.9% | +28.6% | +17.3% | +20.7% |
| 1Y | +186.8% | +48.2% | +138.6% | +113.7% |
| 3Y | +607.8% | +130.8% | +477.0% | +273.3% |
| 5Y | +506.7% | +94.9% | +411.8% | +259.1% |
| 10Y | +1,438.7% | +179.6% | +1,259.2% | +534.7% |
| All | +848.6% | +1,476.3% | -627.7% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling