+574.4%
CIEN vs DG
+24.7%
+549.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | -3.0% | +11.7% | +8.3% |
| 30D | -26.9% | +8.6% | -35.5% | -26.0% |
| 3M | -23.6% | +15.0% | -38.6% | -22.3% |
| 6M | -49.1% | +32.7% | -81.8% | -47.9% |
| YTD | +26.6% | +5.5% | +21.1% | +29.5% |
| 1Y | +42.7% | +34.6% | +8.1% | +47.6% |
| All | +574.4% | +24.7% | +549.6% | +538.5% |
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