+110.2%
CIEN vs DECK
+21,834.8%
-21,724.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.0% | -15.2% | -10.4% |
| 7D | -25.0% | +10.4% | -35.4% | -26.6% |
| 30D | -30.1% | +11.1% | -41.2% | -31.7% |
| 3M | -33.8% | -10.8% | -23.0% | -32.7% |
| 6M | -49.4% | -8.7% | -40.7% | -49.3% |
| YTD | +16.4% | -14.0% | +30.5% | +17.3% |
| 1Y | +48.9% | +12.0% | +36.8% | +42.4% |
| 3Y | +520.1% | -10.5% | +530.6% | +505.0% |
| 5Y | +347.6% | +28.5% | +319.1% | +302.7% |
| 10Y | +1,314.2% | +923.3% | +391.0% | +750.5% |
| All | +110.2% | +21,834.8% | -21,724.5% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling