+355.8%
CIEN vs DD
+67.2%
+288.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | +15.3% | +5.0% | +10.3% | +11.9% |
| 30D | -22.0% | +19.7% | -41.7% | -30.1% |
| 3M | -36.6% | +7.2% | -43.8% | -39.0% |
| 6M | -51.5% | +1.0% | -52.5% | -51.6% |
| YTD | +20.0% | +29.1% | -9.1% | +3.3% |
| 1Y | +44.5% | +28.5% | +16.0% | +24.9% |
| 3Y | +539.0% | +89.4% | +449.6% | +329.2% |
| All | +355.8% | +67.2% | +288.5% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling