+1,431.9%
CIEN vs BBWI
-57.7%
+1,489.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +5.4% | -8.0% | +13.4% | +7.0% |
| 30D | -13.7% | -6.6% | -7.0% | -13.1% |
| 3M | -23.0% | -2.7% | -20.3% | -23.6% |
| 6M | -0.8% | -12.8% | +11.9% | -0.4% |
| YTD | +43.1% | -10.5% | +53.5% | +42.2% |
| 1Y | +157.6% | -35.3% | +193.0% | +170.8% |
| 3Y | +593.8% | -47.7% | +641.6% | +641.5% |
| 5Y | +520.6% | -68.9% | +589.5% | +600.8% |
| All | +1,431.9% | -57.7% | +1,489.5% | +1,443.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling