+569.7%
CIEN vs DECK
-3.0%
+572.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.8% |
| 7D | -15.2% | -2.2% | -13.0% | -14.8% |
| 30D | -21.5% | -13.6% | -7.9% | -19.1% |
| 3M | -40.1% | -21.2% | -18.8% | -37.4% |
| 6M | -6.6% | -21.1% | +14.5% | -2.7% |
| YTD | +37.3% | -17.2% | +54.5% | +39.9% |
| 1Y | +174.5% | -30.7% | +205.3% | +193.3% |
| All | +569.7% | -3.0% | +572.7% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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