+506.7%
CIEN vs DD
+61.7%
+445.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -5.3% | -0.6% | -4.7% | -4.9% |
| 30D | -17.2% | -7.4% | -9.8% | -13.1% |
| 3M | -26.9% | -6.4% | -20.4% | -24.0% |
| 6M | +16.0% | -2.5% | +18.5% | +18.4% |
| YTD | +45.9% | +10.2% | +35.7% | +38.0% |
| 1Y | +186.8% | +36.9% | +149.9% | +138.5% |
| 3Y | +607.8% | +47.0% | +560.8% | +452.6% |
| 5Y | +506.7% | +63.1% | +443.6% | +333.9% |
| All | +506.7% | +61.7% | +445.0% | +333.9% |
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