+174.5%
CIEN vs DD
+41.5%
+133.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.9% |
| 7D | -15.2% | -3.5% | -11.7% | -12.9% |
| 30D | -21.5% | -10.3% | -11.2% | -15.3% |
| 3M | -40.1% | -7.5% | -32.5% | -36.7% |
| 6M | -6.6% | -8.0% | +1.4% | -1.2% |
| YTD | +37.3% | +10.5% | +26.8% | +32.7% |
| 1Y | +174.5% | +38.3% | +136.3% | +148.1% |
| All | +174.5% | +41.5% | +133.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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