+128.6%
CIEN vs BBWI
+1,013.3%
-884.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +8.7% | -7.7% | +16.5% | +12.2% |
| 30D | -26.9% | +24.8% | -51.7% | -33.1% |
| 3M | -23.6% | +16.2% | -39.8% | -29.5% |
| 6M | -49.1% | +15.8% | -64.9% | -53.8% |
| YTD | +26.6% | +11.4% | +15.1% | +13.6% |
| 1Y | +42.7% | +3.2% | +39.5% | +29.6% |
| 3Y | +570.8% | -23.5% | +594.3% | +539.3% |
| 5Y | +386.4% | -67.4% | +453.8% | +491.9% |
| 10Y | +1,261.7% | -46.0% | +1,307.7% | +896.0% |
| All | +128.6% | +1,013.3% | -884.7% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling