+169.9%
CIEN vs DHI
+6,183.3%
-6,013.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.9% |
| 7D | +8.9% | -3.4% | +12.3% | +10.2% |
| 30D | -19.1% | -5.4% | -13.7% | -17.6% |
| 3M | -21.5% | -10.4% | -11.0% | -19.1% |
| 6M | +2.8% | -2.8% | +5.6% | +2.7% |
| YTD | +49.5% | -3.4% | +52.9% | +48.3% |
| 1Y | +163.8% | -22.9% | +186.7% | +180.9% |
| 3Y | +615.8% | +20.7% | +595.1% | +518.6% |
| 5Y | +548.4% | +62.1% | +486.2% | +387.4% |
| 10Y | +1,513.8% | +410.4% | +1,103.3% | +626.4% |
| All | +169.9% | +6,183.3% | -6,013.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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