+607.8%
CIEN vs BWA
+72.9%
+534.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.2% |
| 7D | -5.3% | +4.3% | -9.6% | -7.2% |
| 30D | -17.2% | -2.9% | -14.3% | -16.2% |
| 3M | -26.9% | -12.4% | -14.4% | -22.7% |
| 6M | +16.0% | +28.6% | -12.5% | +5.7% |
| YTD | +45.9% | +48.2% | -2.3% | +22.1% |
| 1Y | +186.8% | +50.9% | +135.9% | +137.8% |
| 3Y | +607.8% | +72.2% | +535.6% | +419.7% |
| All | +607.8% | +72.9% | +534.9% | +419.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling