+48.9%
CIEN vs DG
+45.3%
+3.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.5% | -17.8% | -6.8% |
| 7D | -25.0% | +12.3% | -37.3% | -22.4% |
| 30D | -30.1% | +19.3% | -49.4% | -27.0% |
| 3M | -33.8% | +11.9% | -45.6% | -31.4% |
| 6M | -49.4% | +25.0% | -74.4% | -47.0% |
| YTD | +16.4% | +8.7% | +7.7% | +26.7% |
| 1Y | +48.9% | +44.7% | +4.2% | +60.9% |
| All | +48.9% | +45.3% | +3.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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