+1,146.8%
CIEN vs BBWI
-47.4%
+1,194.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.0% | -4.8% |
| 7D | +15.3% | +0.1% | +15.1% | +15.2% |
| 30D | -22.0% | +12.9% | -34.9% | -24.0% |
| 3M | -36.6% | +16.0% | -52.6% | -39.1% |
| 6M | -51.5% | +16.6% | -68.1% | -53.8% |
| YTD | +20.0% | +9.7% | +10.2% | +14.1% |
| 1Y | +44.5% | +1.5% | +43.0% | +38.5% |
| 3Y | +539.0% | -21.4% | +560.4% | +531.1% |
| 5Y | +356.8% | -67.6% | +424.4% | +406.1% |
| All | +1,146.8% | -47.4% | +1,194.3% | +1,058.0% |
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