+48.9%
CIEN vs DE
+49.6%
-0.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -9.6% |
| 7D | -25.0% | +5.6% | -30.6% | -25.8% |
| 30D | -30.1% | -0.8% | -29.3% | -29.8% |
| 3M | -33.8% | +9.8% | -43.6% | -35.9% |
| 6M | -49.4% | +17.5% | -67.0% | -52.3% |
| YTD | +16.4% | +46.5% | -30.1% | +20.8% |
| 1Y | +48.9% | +46.1% | +2.8% | +53.1% |
| All | +48.9% | +49.6% | -0.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling