+592.2%
CIEN vs DD
+42.2%
+550.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.6% |
| 7D | -4.6% | -3.8% | -0.8% | -2.2% |
| 30D | -12.8% | -9.2% | -3.6% | -7.4% |
| 3M | -23.1% | -9.0% | -14.1% | -18.7% |
| 6M | +6.1% | -5.0% | +11.1% | +10.1% |
| YTD | +44.5% | +7.4% | +37.1% | +39.6% |
| 1Y | +176.6% | +35.1% | +141.5% | +135.2% |
| All | +592.2% | +42.2% | +550.0% | +475.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling