+522.6%
CIEN vs DFNS
-100.0%
+622.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.0% | +13.6% | +10.6% |
| 7D | -5.3% | -42.8% | +37.5% | -5.5% |
| 30D | -40.1% | -67.6% | +27.4% | -40.4% |
| 3M | -34.7% | -94.9% | +60.2% | -35.5% |
| 6M | -50.9% | -96.7% | +45.9% | -50.7% |
| YTD | +15.2% | -99.6% | +114.8% | +14.4% |
| 1Y | +35.2% | -99.7% | +134.9% | +34.1% |
| 3Y | +522.6% | -100.0% | +622.6% | +526.3% |
| All | +522.6% | -100.0% | +622.6% | +526.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling