+477.0%
CIEN vs DAR
-11.0%
+488.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -15.2% | +1.4% | -16.5% | -15.5% |
| 30D | -21.5% | +12.8% | -34.3% | -24.2% |
| 3M | -40.1% | +7.4% | -47.4% | -41.4% |
| 6M | -6.6% | +22.3% | -28.8% | -11.7% |
| YTD | +37.3% | +81.1% | -43.8% | +17.1% |
| 1Y | +174.5% | +106.5% | +68.1% | +125.6% |
| 3Y | +562.3% | +5.3% | +557.0% | +522.7% |
| All | +477.0% | -11.0% | +488.0% | +446.3% |
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