+484.2%
CIEN vs DFNS
-99.9%
+584.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -15.2% | -16.0% | +0.8% | -15.2% |
| 30D | -21.5% | -77.7% | +56.2% | -22.0% |
| 3M | -40.1% | -77.2% | +37.1% | -39.5% |
| 6M | -6.6% | -95.2% | +88.6% | -6.2% |
| YTD | +37.3% | -98.0% | +135.2% | +37.3% |
| 1Y | +174.5% | -98.3% | +272.8% | +174.8% |
| 3Y | +562.3% | -99.9% | +662.1% | +560.7% |
| 5Y | +463.9% | -99.9% | +563.8% | +477.2% |
| All | +484.2% | -99.9% | +584.0% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling