+48.9%
CIEN vs NWSA
+18.2%
+30.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.7% | -13.0% | -6.0% |
| 7D | -25.0% | +4.3% | -29.3% | -21.9% |
| 30D | -30.1% | +5.6% | -35.7% | -26.2% |
| 3M | -33.8% | +7.3% | -41.0% | -28.7% |
| 6M | -49.4% | +18.8% | -68.3% | -41.4% |
| YTD | +16.4% | +17.9% | -1.5% | +33.8% |
| 1Y | +48.9% | +19.3% | +29.5% | +71.3% |
| All | +48.9% | +18.2% | +30.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling