+281.5%
CIEN vs DECK
+25.8%
+255.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -14.8% |
| 7D | -34.0% | +6.0% | -40.0% | -35.2% |
| 30D | -48.0% | +7.4% | -55.4% | -49.2% |
| 3M | -43.5% | -11.7% | -31.9% | -42.0% |
| 6M | -57.6% | -11.0% | -46.7% | -57.2% |
| YTD | -1.3% | -15.4% | +14.1% | 0.0% |
| 1Y | +17.9% | +7.2% | +10.6% | +9.8% |
| 3Y | +425.8% | -11.8% | +437.6% | +382.1% |
| 5Y | +281.5% | +24.3% | +257.2% | +162.3% |
| All | +281.5% | +25.8% | +255.7% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling