+304.6%
CIEN vs D
+12.5%
+292.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +6.9% | +5.5% |
| 7D | -24.1% | +3.0% | -27.1% | -24.2% |
| 30D | -45.5% | +11.5% | -57.0% | -45.9% |
| 3M | -39.7% | +3.7% | -43.5% | -39.8% |
| 6M | -57.8% | +13.5% | -71.3% | -58.3% |
| YTD | +4.1% | +20.7% | -16.7% | +2.0% |
| 1Y | +20.8% | +18.2% | +2.6% | +18.6% |
| 3Y | +463.1% | +73.3% | +389.8% | +394.9% |
| All | +304.6% | +12.5% | +292.1% | +305.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling