+2,276.6%
CIEN vs DG
+617.0%
+1,659.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +27.4% | -2.5% | +29.8% | +28.0% |
| 30D | -26.6% | +7.7% | -34.3% | -28.4% |
| 3M | -32.0% | +13.1% | -45.1% | -34.6% |
| 6M | -49.1% | +32.0% | -81.1% | -53.4% |
| YTD | +25.7% | +3.3% | +22.4% | +21.8% |
| 1Y | +40.3% | +31.7% | +8.7% | +27.0% |
| 3Y | +566.2% | +21.7% | +544.5% | +477.5% |
| 5Y | +378.7% | -34.7% | +413.5% | +407.0% |
| 10Y | +1,252.3% | +106.7% | +1,145.6% | +784.2% |
| All | +2,276.6% | +617.0% | +1,659.6% | +654.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling