+1,431.9%
CIEN vs DG
+99.2%
+1,332.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +5.4% | -6.3% | +11.7% | +6.5% |
| 30D | -13.7% | +2.4% | -16.1% | -14.2% |
| 3M | -23.0% | +12.4% | -35.4% | -25.2% |
| 6M | -0.8% | -14.9% | +14.1% | +1.4% |
| YTD | +43.1% | -6.1% | +49.1% | +43.4% |
| 1Y | +157.6% | +17.9% | +139.8% | +145.2% |
| 3Y | +593.8% | +3.1% | +590.7% | +553.0% |
| 5Y | +520.6% | -38.7% | +559.3% | +592.6% |
| All | +1,431.9% | +99.2% | +1,332.7% | +856.3% |
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