+2,293.2%
CIEN vs DG
+632.1%
+1,661.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | -3.0% | +11.7% | +9.5% |
| 30D | -26.9% | +8.6% | -35.5% | -28.8% |
| 3M | -23.6% | +15.0% | -38.6% | -26.9% |
| 6M | -49.1% | +32.7% | -81.8% | -53.5% |
| YTD | +26.6% | +5.5% | +21.1% | +22.2% |
| 1Y | +42.7% | +34.6% | +8.1% | +28.6% |
| 3Y | +570.8% | +24.2% | +546.6% | +479.0% |
| 5Y | +386.4% | -32.3% | +418.7% | +409.2% |
| 10Y | +1,261.7% | +111.1% | +1,150.6% | +786.4% |
| All | +2,293.2% | +632.1% | +1,661.1% | +656.6% |
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