+174.5%
CIEN vs DGX
+33.7%
+140.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.0% |
| 7D | -15.2% | -2.3% | -12.9% | -15.4% |
| 30D | -21.5% | +0.6% | -22.0% | -21.4% |
| 3M | -40.1% | +21.4% | -61.5% | -39.0% |
| 6M | -6.6% | +14.7% | -21.3% | -4.0% |
| YTD | +37.3% | +38.4% | -1.2% | +39.1% |
| 1Y | +174.5% | +34.0% | +140.6% | +184.1% |
| All | +174.5% | +33.7% | +140.9% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling