+539.0%
CIEN vs DBX
+26.6%
+512.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.6% | -4.6% |
| 7D | +15.3% | -3.3% | +18.5% | +15.4% |
| 30D | -22.0% | -5.9% | -16.1% | -21.8% |
| 3M | -36.6% | -6.7% | -30.0% | -36.5% |
| 6M | -51.5% | +28.0% | -79.4% | -54.1% |
| YTD | +20.0% | +20.6% | -0.7% | +14.4% |
| 1Y | +44.5% | +10.3% | +34.2% | +42.4% |
| 3Y | +539.0% | +24.0% | +515.0% | +445.0% |
| All | +539.0% | +26.6% | +512.5% | +445.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling