+48.9%
CIEN vs BWA
+17.4%
+31.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.7% | -7.8% |
| 7D | -25.0% | -9.9% | -15.2% | -20.2% |
| 30D | -30.1% | -16.4% | -13.8% | -21.9% |
| 3M | -33.8% | -19.8% | -13.9% | -24.6% |
| 6M | -49.4% | -10.0% | -39.5% | -44.0% |
| YTD | +16.4% | +12.7% | +3.7% | +12.2% |
| 1Y | +48.9% | +15.7% | +33.2% | +40.9% |
| All | +48.9% | +17.4% | +31.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling