+509.1%
CIEN vs DBX
+8.9%
+500.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.6% |
| 7D | -4.6% | +0.3% | -4.8% | -4.8% |
| 30D | -12.8% | 0.0% | -12.8% | -13.2% |
| 3M | -23.1% | +26.1% | -49.2% | -29.3% |
| 6M | +6.1% | +29.4% | -23.2% | -5.2% |
| YTD | +44.5% | +24.4% | +20.1% | +30.5% |
| 1Y | +176.6% | +10.9% | +165.8% | +160.8% |
| 3Y | +601.0% | +24.1% | +576.9% | +499.2% |
| 5Y | +509.1% | +7.8% | +501.4% | +394.2% |
| All | +509.1% | +8.9% | +500.2% | +394.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling