+30.4%
CIEN vs DFNS
-99.7%
+130.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.8% | -11.8% | +1.0% |
| 7D | -9.3% | -37.0% | +27.6% | -9.2% |
| 30D | -39.5% | -63.4% | +23.9% | -39.4% |
| 3M | -29.8% | -94.1% | +64.3% | -30.0% |
| 6M | -50.4% | -96.3% | +46.0% | -50.3% |
| YTD | +16.3% | -99.6% | +115.9% | +13.3% |
| 1Y | +30.4% | -99.7% | +130.1% | +31.6% |
| All | +30.4% | -99.7% | +130.1% | +31.6% |
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