+515.1%
CIEN vs DFNS
-99.9%
+615.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -1.0% |
| 7D | -4.6% | +4.6% | -9.2% | -4.5% |
| 30D | -12.8% | -73.9% | +61.1% | -13.3% |
| 3M | -23.1% | -71.7% | +48.6% | -22.2% |
| 6M | +6.1% | -94.6% | +100.7% | +6.5% |
| YTD | +44.5% | -98.1% | +142.6% | +44.5% |
| 1Y | +176.6% | -98.3% | +274.9% | +176.9% |
| 3Y | +601.0% | -99.9% | +700.8% | +598.9% |
| 5Y | +509.1% | -99.9% | +609.0% | +522.4% |
| All | +515.1% | -99.9% | +615.0% | +529.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling