+29.0%
CIEN vs D
+16.2%
+12.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.2% | +10.4% |
| 7D | -5.3% | +0.8% | -6.0% | -4.5% |
| 30D | -40.1% | +10.7% | -50.8% | -37.2% |
| 3M | -34.7% | +2.3% | -37.0% | -32.7% |
| 6M | -50.9% | +12.5% | -63.4% | -48.6% |
| YTD | +15.2% | +20.1% | -4.9% | +25.5% |
| All | +29.0% | +16.2% | +12.8% | +41.7% |
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