+161.0%
CIEN vs DGX
+7,986.2%
-7,825.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.6% | -2.2% | -2.3% | -3.7% |
| 30D | -12.8% | -0.9% | -11.9% | -12.5% |
| 3M | -23.1% | +15.6% | -38.7% | -27.9% |
| 6M | +6.1% | +17.8% | -11.7% | -2.0% |
| YTD | +44.5% | +37.5% | +7.1% | +25.0% |
| 1Y | +176.6% | +31.2% | +145.5% | +142.9% |
| 3Y | +601.0% | +96.6% | +504.4% | +403.3% |
| 5Y | +509.1% | +64.9% | +444.2% | +366.6% |
| 10Y | +1,460.5% | +254.6% | +1,205.9% | +721.8% |
| All | +161.0% | +7,986.2% | -7,825.1% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling