+1,146.8%
CIEN vs DG
+105.2%
+1,041.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.5% |
| 7D | +15.3% | +0.3% | +15.0% | +15.3% |
| 30D | -22.0% | +3.2% | -25.2% | -22.7% |
| 3M | -36.6% | +10.4% | -47.1% | -38.1% |
| 6M | -51.5% | +33.2% | -84.6% | -54.5% |
| YTD | +20.0% | +3.0% | +17.0% | +17.8% |
| 1Y | +44.5% | +31.2% | +13.2% | +34.7% |
| 3Y | +539.0% | +21.8% | +517.2% | +476.7% |
| 5Y | +356.8% | -35.0% | +391.8% | +408.8% |
| All | +1,146.8% | +105.2% | +1,041.6% | +729.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling