+44.5%
CIEN vs DFNS
-99.7%
+144.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -4.5% |
| 7D | +15.3% | -6.0% | +21.2% | +15.3% |
| 30D | -22.0% | -71.2% | +49.2% | -21.8% |
| 3M | -36.6% | -94.5% | +57.9% | -36.8% |
| 6M | -51.5% | -96.5% | +45.1% | -51.7% |
| YTD | +20.0% | -99.6% | +119.6% | +13.2% |
| 1Y | +44.5% | -99.7% | +144.1% | +37.0% |
| All | +44.5% | -99.7% | +144.2% | +37.0% |
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