+174.5%
CIEN vs DBX
+20.4%
+154.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +0.1% |
| 7D | -15.2% | -2.4% | -12.7% | -15.8% |
| 30D | -21.5% | -0.5% | -21.0% | -21.3% |
| 3M | -40.1% | +28.1% | -68.1% | -33.2% |
| 6M | -6.6% | +33.1% | -39.7% | +7.1% |
| YTD | +37.3% | +25.3% | +12.0% | +56.5% |
| 1Y | +174.5% | +18.3% | +156.2% | +215.6% |
| All | +174.5% | +20.4% | +154.1% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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