+127.0%
CIEN vs DD
+730.5%
-603.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +27.4% | +6.7% | +20.6% | +23.0% |
| 30D | -26.6% | +19.4% | -46.0% | -33.2% |
| 3M | -32.0% | +7.6% | -39.6% | -34.2% |
| 6M | -49.1% | +2.9% | -51.9% | -49.6% |
| YTD | +25.7% | +29.9% | -4.2% | +9.4% |
| 1Y | +40.3% | +28.6% | +11.7% | +23.0% |
| 3Y | +566.2% | +90.0% | +476.2% | +360.3% |
| 5Y | +378.7% | +68.1% | +310.6% | +248.1% |
| 10Y | +1,252.3% | +98.7% | +1,153.6% | +695.4% |
| All | +127.0% | +730.5% | -603.5% | -56.9% |
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 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