+1,431.9%
CIEN vs NWSA
+148.8%
+1,283.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +5.4% | -4.8% | +10.1% | +7.3% |
| 30D | -13.7% | +3.0% | -16.6% | -14.9% |
| 3M | -23.0% | +9.3% | -32.3% | -26.9% |
| 6M | -0.8% | +23.2% | -24.0% | -11.3% |
| YTD | +43.1% | +13.3% | +29.7% | +31.7% |
| 1Y | +157.6% | +2.9% | +154.7% | +146.3% |
| 3Y | +593.8% | +43.3% | +550.5% | +468.5% |
| 5Y | +520.6% | +40.9% | +479.7% | +398.0% |
| All | +1,431.9% | +148.8% | +1,283.0% | +778.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling