+1,347.2%
CIEN vs D
+35.1%
+1,312.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -15.2% | +1.5% | -16.6% | -15.5% |
| 30D | -21.5% | -2.6% | -18.9% | -21.0% |
| 3M | -40.1% | 0.0% | -40.1% | -40.2% |
| 6M | -6.6% | +7.4% | -13.9% | -8.6% |
| YTD | +37.3% | +15.9% | +21.4% | +31.6% |
| 1Y | +174.5% | +18.1% | +156.4% | +161.2% |
| 3Y | +562.3% | +58.4% | +503.9% | +461.1% |
| 5Y | +463.9% | +5.2% | +458.7% | +446.6% |
| All | +1,347.2% | +35.1% | +1,312.2% | +1,218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling