+48.9%
CIEN vs DFNS
-99.6%
+148.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.3% | +9.1% | -9.2% |
| 7D | -25.0% | -27.7% | +2.6% | -25.0% |
| 30D | -30.1% | -58.0% | +27.8% | -30.1% |
| 3M | -33.8% | -94.0% | +60.2% | -34.0% |
| 6M | -49.4% | -94.6% | +45.1% | -48.5% |
| YTD | +16.4% | -99.4% | +115.8% | +18.9% |
| 1Y | +48.9% | -99.6% | +148.5% | +58.1% |
| All | +48.9% | -99.6% | +148.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling