+169.7%
CIEN vs D
+18.4%
+151.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.0% |
| 7D | -15.2% | +1.5% | -16.6% | -15.0% |
| 30D | -21.5% | -2.6% | -18.9% | -21.8% |
| 3M | -40.1% | 0.0% | -40.1% | -40.2% |
| 6M | -6.6% | +7.4% | -13.9% | -5.8% |
| YTD | +37.3% | +15.9% | +21.4% | +42.1% |
| All | +169.7% | +18.4% | +151.3% | +177.4% |
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