+1,438.7%
CIEN vs D
+35.9%
+1,402.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -17.2% | -0.7% | -16.5% | -17.1% |
| 3M | -26.9% | +2.1% | -29.0% | -27.4% |
| 6M | +16.0% | +6.8% | +9.2% | +13.6% |
| YTD | +45.9% | +16.5% | +29.4% | +39.7% |
| 1Y | +186.8% | +19.2% | +167.6% | +172.3% |
| 3Y | +607.8% | +61.9% | +545.9% | +495.7% |
| 5Y | +506.7% | +6.5% | +500.2% | +485.9% |
| 10Y | +1,438.7% | +35.3% | +1,403.5% | +1,299.9% |
| All | +1,438.7% | +35.9% | +1,402.9% | +1,299.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling