+516.6%
CIEN vs BWA
+64.1%
+452.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +3.0% | +2.1% |
| 7D | -9.3% | -2.4% | -6.9% | -7.5% |
| 30D | -39.5% | -17.7% | -21.8% | -32.4% |
| 3M | -29.8% | -27.0% | -2.8% | -17.0% |
| 6M | -50.4% | -17.3% | -33.0% | -44.4% |
| YTD | +16.3% | +12.9% | +3.5% | +11.7% |
| 1Y | +30.4% | +12.9% | +17.4% | +25.2% |
| 3Y | +516.6% | +62.1% | +454.5% | +366.3% |
| All | +516.6% | +64.1% | +452.5% | +366.3% |
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