+147.9%
CIEN vs DD
+606.4%
-458.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.9% |
| 7D | -15.2% | -3.5% | -11.7% | -13.4% |
| 30D | -21.5% | -10.3% | -11.2% | -16.5% |
| 3M | -40.1% | -7.5% | -32.5% | -37.5% |
| 6M | -6.6% | -8.0% | +1.4% | -1.5% |
| YTD | +37.3% | +10.5% | +26.8% | +30.0% |
| 1Y | +174.5% | +38.3% | +136.3% | +129.2% |
| 3Y | +562.3% | +42.5% | +519.8% | +432.3% |
| 5Y | +463.9% | +60.2% | +403.8% | +318.7% |
| 10Y | +1,302.4% | +68.9% | +1,233.5% | +798.4% |
| All | +147.9% | +606.4% | -458.5% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling