+1,146.8%
CIEN vs BWA
+94.2%
+1,052.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | +4.3% | +11.0% | +13.3% |
| 30D | -22.0% | -13.0% | -9.0% | -16.5% |
| 3M | -36.6% | -24.8% | -11.8% | -27.6% |
| 6M | -51.5% | -23.5% | -27.9% | -44.9% |
| YTD | +20.0% | +13.8% | +6.1% | +14.2% |
| 1Y | +44.5% | +13.4% | +31.0% | +37.7% |
| 3Y | +539.0% | +62.8% | +476.3% | +414.6% |
| 5Y | +356.8% | +28.5% | +328.4% | +291.6% |
| All | +1,146.8% | +94.2% | +1,052.6% | +741.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling