+157.6%
CIEN vs DG
+20.1%
+137.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.2% |
| 7D | +5.4% | -6.3% | +11.7% | +4.5% |
| 30D | -13.7% | +2.4% | -16.1% | -13.5% |
| 3M | -23.0% | +12.4% | -35.4% | -22.9% |
| 6M | -0.8% | -14.9% | +14.1% | +4.2% |
| YTD | +43.1% | -6.1% | +49.1% | +49.2% |
| 1Y | +157.6% | +17.9% | +139.8% | +168.0% |
| All | +157.6% | +20.1% | +137.5% | +168.0% |
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