+174.5%
CIEN vs D
+15.7%
+158.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | -15.2% | +0.4% | -15.6% | -15.1% |
| 30D | -21.5% | -3.6% | -17.9% | -22.0% |
| 3M | -40.1% | -1.0% | -39.1% | -40.3% |
| 6M | -6.6% | +6.3% | -12.8% | -5.9% |
| YTD | +37.3% | +14.7% | +22.5% | +42.0% |
| 1Y | +174.5% | +16.9% | +157.6% | +181.9% |
| All | +174.5% | +15.7% | +158.9% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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