+592.2%
CIEN vs NWSA
+44.1%
+548.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -3.1% | -1.5% | -4.2% |
| 30D | -12.8% | +4.3% | -17.1% | -13.5% |
| 3M | -23.1% | +9.2% | -32.3% | -24.6% |
| 6M | +6.1% | +21.6% | -15.5% | -0.8% |
| YTD | +44.5% | +14.2% | +30.3% | +38.0% |
| 1Y | +176.6% | +1.8% | +174.9% | +180.2% |
| All | +592.2% | +44.1% | +548.1% | +488.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling