+110.1%
CIEN vs BBWI
+1,009.7%
-899.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -9.3% | -4.2% | -5.1% | -7.9% |
| 30D | -39.5% | +24.9% | -64.4% | -44.7% |
| 3M | -29.8% | +13.2% | -43.0% | -34.6% |
| 6M | -50.4% | +12.1% | -62.5% | -54.4% |
| YTD | +16.3% | +11.1% | +5.3% | +4.5% |
| 1Y | +30.4% | +0.7% | +29.6% | +19.5% |
| 3Y | +516.6% | -23.8% | +540.3% | +488.2% |
| 5Y | +349.8% | -66.9% | +416.7% | +444.0% |
| 10Y | +1,184.7% | -45.3% | +1,230.0% | +833.0% |
| All | +110.1% | +1,009.7% | -899.6% | -81.3% |
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