+42.7%
CIEN vs D
+16.5%
+26.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.5% |
| 7D | +8.7% | -2.4% | +11.2% | +7.4% |
| 30D | -26.9% | +9.0% | -35.9% | -23.7% |
| 3M | -23.6% | +1.0% | -24.6% | -21.6% |
| 6M | -49.1% | +11.0% | -60.1% | -46.8% |
| YTD | +26.6% | +19.8% | +6.8% | +37.7% |
| 1Y | +42.7% | +16.0% | +26.8% | +56.6% |
| All | +42.7% | +16.5% | +26.3% | +56.6% |
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