+1,158.8%
CIEN vs DBX
+20.1%
+1,138.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.8% |
| 7D | -15.2% | -2.4% | -12.7% | -14.7% |
| 30D | -21.5% | -0.5% | -21.0% | -21.6% |
| 3M | -40.1% | +28.1% | -68.1% | -45.1% |
| 6M | -6.6% | +33.1% | -39.7% | -17.0% |
| YTD | +37.3% | +25.3% | +12.0% | +24.0% |
| 1Y | +174.5% | +18.3% | +156.2% | +151.1% |
| 3Y | +562.3% | +25.0% | +537.2% | +481.2% |
| 5Y | +463.9% | +7.5% | +456.4% | +403.3% |
| All | +1,158.8% | +20.1% | +1,138.7% | +872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling