+1,460.5%
CIEN vs BWA
+142.7%
+1,317.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -12.8% | -5.6% | -7.3% | -10.8% |
| 3M | -23.1% | -10.7% | -12.4% | -19.4% |
| 6M | +6.1% | +23.2% | -17.1% | -1.9% |
| YTD | +44.5% | +46.0% | -1.5% | +22.3% |
| 1Y | +176.6% | +51.2% | +125.5% | +130.6% |
| 3Y | +601.0% | +69.6% | +531.4% | +442.4% |
| 5Y | +509.1% | +86.6% | +422.5% | +343.5% |
| 10Y | +1,460.5% | +152.3% | +1,308.2% | +824.7% |
| All | +1,460.5% | +142.7% | +1,317.8% | +824.7% |
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