+147.9%
CIEN vs BWA
+2,048.5%
-1,900.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | -0.3% |
| 7D | -15.2% | +5.7% | -20.8% | -17.7% |
| 30D | -21.5% | +1.4% | -22.9% | -22.2% |
| 3M | -40.1% | -12.1% | -28.0% | -35.9% |
| 6M | -6.6% | +28.6% | -35.1% | -17.4% |
| YTD | +37.3% | +51.1% | -13.8% | +8.4% |
| 1Y | +174.5% | +55.9% | +118.7% | +112.9% |
| 3Y | +562.3% | +70.1% | +492.1% | +373.6% |
| 5Y | +463.9% | +90.7% | +373.3% | +267.5% |
| 10Y | +1,302.4% | +154.0% | +1,148.4% | +578.0% |
| All | +147.9% | +2,048.5% | -1,900.7% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling