+1,184.7%
CIEN vs D
+44.7%
+1,140.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -9.3% | +2.4% | -11.7% | -9.9% |
| 30D | -39.5% | +10.9% | -50.4% | -41.1% |
| 3M | -29.8% | +2.8% | -32.7% | -30.5% |
| 6M | -50.4% | +12.7% | -63.1% | -52.1% |
| YTD | +16.3% | +20.3% | -4.0% | +10.2% |
| 1Y | +30.4% | +17.1% | +13.2% | +24.2% |
| 3Y | +516.6% | +75.1% | +441.4% | +406.8% |
| 5Y | +349.8% | +13.1% | +336.6% | +326.2% |
| 10Y | +1,184.7% | +48.3% | +1,136.4% | +1,095.9% |
| All | +1,184.7% | +44.7% | +1,140.0% | +1,095.9% |
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 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