+157.6%
CIEN vs NWSA
+1.3%
+156.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.5% |
| 7D | +5.4% | -4.8% | +10.1% | +2.4% |
| 30D | -13.7% | +3.0% | -16.6% | -12.0% |
| 3M | -23.0% | +9.3% | -32.3% | -17.7% |
| 6M | -0.8% | +23.2% | -24.0% | +8.8% |
| YTD | +43.1% | +13.3% | +29.7% | +54.7% |
| 1Y | +157.6% | +2.9% | +154.7% | +179.2% |
| All | +157.6% | +1.3% | +156.3% | +179.2% |
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