+1,500.5%
CIEN vs DE
+863.9%
+636.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +8.9% | -2.6% | +11.5% | +10.0% |
| 30D | -19.1% | +9.0% | -28.1% | -22.4% |
| 3M | -21.5% | +19.1% | -40.6% | -27.7% |
| 6M | +2.8% | +14.4% | -11.6% | -3.5% |
| YTD | +49.5% | +45.9% | +3.5% | +25.7% |
| 1Y | +163.8% | +43.6% | +120.2% | +122.4% |
| 3Y | +615.8% | +75.9% | +539.9% | +445.2% |
| 5Y | +548.4% | +98.8% | +449.6% | +350.6% |
| All | +1,500.5% | +863.9% | +636.6% | +401.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling