+1,489.9%
CIEN vs NWSA
+127.4%
+1,362.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | -15.2% | -1.9% | -13.3% | -14.6% |
| 30D | -21.5% | +4.6% | -26.1% | -23.2% |
| 3M | -40.1% | +13.2% | -53.3% | -44.0% |
| 6M | -6.6% | +27.0% | -33.6% | -17.8% |
| YTD | +37.3% | +16.8% | +20.4% | +24.5% |
| 1Y | +174.5% | +4.5% | +170.0% | +160.3% |
| 3Y | +562.3% | +46.2% | +516.0% | +436.4% |
| 5Y | +463.9% | +40.9% | +423.0% | +351.6% |
| 10Y | +1,302.4% | +145.1% | +1,157.2% | +699.5% |
| All | +1,489.9% | +127.4% | +1,362.5% | +845.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling