+585.2%
CIEN vs DE
+75.2%
+510.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +5.4% | -2.4% | +7.8% | +6.3% |
| 30D | -13.7% | +9.7% | -23.4% | -17.3% |
| 3M | -23.0% | +21.4% | -44.4% | -29.6% |
| 6M | -0.8% | +15.0% | -15.8% | -7.3% |
| YTD | +43.1% | +46.4% | -3.4% | +21.2% |
| 1Y | +157.6% | +45.6% | +112.0% | +117.5% |
| All | +585.2% | +75.2% | +510.0% | +425.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling