+607.8%
CIEN vs DG
+10.3%
+597.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +6.0% |
| 7D | -5.3% | -2.5% | -2.8% | -5.4% |
| 30D | -17.2% | +1.0% | -18.3% | -17.1% |
| 3M | -26.9% | +20.3% | -47.2% | -26.1% |
| 6M | +16.0% | -11.7% | +27.8% | +16.9% |
| YTD | +45.9% | -2.3% | +48.3% | +47.5% |
| 1Y | +186.8% | +20.0% | +166.8% | +192.5% |
| 3Y | +607.8% | +7.2% | +600.5% | +658.6% |
| All | +607.8% | +10.3% | +597.4% | +658.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling