+506.7%
CIEN vs DFNS
-99.9%
+606.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.3% |
| 7D | -5.3% | +0.8% | -6.1% | -5.3% |
| 30D | -17.2% | -73.2% | +56.0% | -17.7% |
| 3M | -26.9% | -72.4% | +45.6% | -26.1% |
| 6M | +16.0% | -95.2% | +111.2% | +16.4% |
| YTD | +45.9% | -98.0% | +143.9% | +46.0% |
| 1Y | +186.8% | -98.3% | +285.1% | +187.1% |
| 3Y | +607.8% | -99.9% | +707.7% | +610.6% |
| 5Y | +506.7% | -99.9% | +606.6% | +450.8% |
| All | +506.7% | -99.9% | +606.6% | +450.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling