+304.6%
CIEN vs DAR
-41.1%
+345.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | -24.1% | -9.9% | -14.2% | -21.7% |
| 30D | -45.5% | -16.4% | -29.1% | -42.7% |
| 3M | -39.7% | -17.1% | -22.7% | -36.8% |
| 6M | -57.8% | -20.5% | -37.3% | -55.3% |
| YTD | +4.1% | +39.4% | -35.3% | -5.0% |
| 1Y | +20.8% | +57.2% | -36.4% | +7.0% |
| 3Y | +463.1% | +13.9% | +449.3% | +418.6% |
| All | +304.6% | -41.1% | +345.6% | +346.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling