+174.5%
CIEN vs BBWI
-34.3%
+208.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.9% |
| 7D | -15.2% | +1.5% | -16.7% | -15.3% |
| 30D | -21.5% | -5.2% | -16.3% | -21.0% |
| 3M | -40.1% | +11.1% | -51.2% | -41.3% |
| 6M | -6.6% | -13.4% | +6.8% | -3.5% |
| YTD | +37.3% | +0.1% | +37.2% | +35.3% |
| 1Y | +174.5% | -36.1% | +210.7% | +190.5% |
| All | +174.5% | -34.3% | +208.8% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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