+174.5%
CIEN vs NWSA
+5.5%
+169.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | 0.0% |
| 7D | -15.2% | -1.9% | -13.3% | -16.1% |
| 30D | -21.5% | +4.6% | -26.1% | -19.1% |
| 3M | -40.1% | +13.2% | -53.3% | -34.5% |
| 6M | -6.6% | +27.0% | -33.6% | +4.7% |
| YTD | +37.3% | +16.8% | +20.4% | +51.4% |
| 1Y | +174.5% | +4.5% | +170.0% | +199.4% |
| All | +174.5% | +5.5% | +169.0% | +199.4% |
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