+506.7%
CIEN vs BBWI
-66.8%
+573.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +7.0% |
| 7D | -5.3% | +1.6% | -6.8% | -5.8% |
| 30D | -17.2% | -6.2% | -11.0% | -16.5% |
| 3M | -26.9% | +4.3% | -31.2% | -28.8% |
| 6M | +16.0% | -7.2% | +23.2% | +15.0% |
| YTD | +45.9% | -3.0% | +49.0% | +41.8% |
| 1Y | +186.8% | -30.8% | +217.6% | +202.0% |
| 3Y | +607.8% | -43.4% | +651.2% | +653.5% |
| 5Y | +506.7% | -66.7% | +573.5% | +608.6% |
| All | +506.7% | -66.8% | +573.5% | +608.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling