+147.9%
CIEN vs DE
+5,806.5%
-5,658.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -15.2% | +10.0% | -25.2% | -19.3% |
| 30D | -21.5% | +13.3% | -34.8% | -26.6% |
| 3M | -40.1% | +17.5% | -57.6% | -45.2% |
| 6M | -6.6% | +13.6% | -20.1% | -12.8% |
| YTD | +37.3% | +49.8% | -12.5% | +10.2% |
| 1Y | +174.5% | +47.9% | +126.7% | +120.5% |
| 3Y | +562.3% | +72.5% | +489.7% | +382.9% |
| 5Y | +463.9% | +90.2% | +373.7% | +273.5% |
| 10Y | +1,302.4% | +865.4% | +437.0% | +268.1% |
| All | +147.9% | +5,806.5% | -5,658.6% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling