+1,212.0%
CIEN vs DBX
+20.9%
+1,191.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +5.4% | -1.8% | +7.2% | +5.8% |
| 30D | -13.7% | +2.8% | -16.5% | -14.7% |
| 3M | -23.0% | +26.8% | -49.8% | -29.2% |
| 6M | -0.8% | +32.8% | -33.6% | -11.8% |
| YTD | +43.1% | +26.1% | +17.0% | +28.9% |
| 1Y | +157.6% | +14.1% | +143.5% | +138.8% |
| 3Y | +593.8% | +25.7% | +568.1% | +507.5% |
| 5Y | +520.6% | +11.2% | +509.4% | +448.1% |
| All | +1,212.0% | +20.9% | +1,191.1% | +911.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling