+1,215.7%
CIEN vs DG
+110.2%
+1,105.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | -3.0% | +11.7% | +9.2% |
| 30D | -26.9% | +8.6% | -35.5% | -28.1% |
| 3M | -23.6% | +15.0% | -38.6% | -25.8% |
| 6M | -49.1% | +32.7% | -81.8% | -52.2% |
| YTD | +26.6% | +5.5% | +21.1% | +24.0% |
| 1Y | +42.7% | +34.6% | +8.1% | +32.6% |
| 3Y | +570.8% | +24.2% | +546.6% | +504.5% |
| 5Y | +386.4% | -32.3% | +418.7% | +435.4% |
| All | +1,215.7% | +110.2% | +1,105.5% | +772.2% |
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