+355.8%
CIEN vs D
+13.1%
+342.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +15.3% | -1.4% | +16.6% | +15.3% |
| 30D | -22.0% | +7.7% | -29.7% | -22.3% |
| 3M | -36.6% | -0.3% | -36.4% | -36.5% |
| 6M | -51.5% | +10.1% | -61.5% | -52.0% |
| YTD | +20.0% | +19.1% | +0.9% | +17.5% |
| 1Y | +44.5% | +15.9% | +28.5% | +41.9% |
| 3Y | +539.0% | +75.0% | +464.0% | +456.6% |
| All | +355.8% | +13.1% | +342.7% | +357.7% |
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 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