+48.9%
CIEN vs DAR
+63.3%
-14.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -8.4% |
| 7D | -25.0% | -5.7% | -19.3% | -23.3% |
| 30D | -30.1% | -16.6% | -13.6% | -25.8% |
| 3M | -33.8% | -13.1% | -20.7% | -31.0% |
| 6M | -49.4% | -18.8% | -30.7% | -45.7% |
| YTD | +16.4% | +45.3% | -28.9% | +3.0% |
| 1Y | +48.9% | +60.6% | -11.8% | +26.8% |
| All | +48.9% | +63.3% | -14.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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