+2,495.0%
CIEN vs DG
+606.1%
+1,888.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -15.2% | +8.4% | -23.6% | -16.8% |
| 30D | -21.5% | +4.9% | -26.4% | -22.5% |
| 3M | -40.1% | +29.3% | -69.4% | -44.3% |
| 6M | -6.6% | -11.3% | +4.7% | -4.8% |
| YTD | +37.3% | +1.8% | +35.5% | +34.8% |
| 1Y | +174.5% | +25.3% | +149.2% | +153.4% |
| 3Y | +562.3% | +9.1% | +553.2% | +499.6% |
| 5Y | +463.9% | -34.9% | +498.8% | +501.6% |
| 10Y | +1,302.4% | +108.2% | +1,194.2% | +821.0% |
| All | +2,495.0% | +606.1% | +1,888.9% | +735.0% |
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 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