+1,457.7%
CIEN vs DLR
+3,457.3%
-1,999.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +8.9% |
| 7D | -5.3% | +2.4% | -7.6% | -6.1% |
| 30D | -40.1% | +0.7% | -40.9% | -39.9% |
| 3M | -34.7% | -6.4% | -28.3% | -31.5% |
| 6M | -50.9% | -6.5% | -44.3% | -48.8% |
| YTD | +15.2% | +18.8% | -3.6% | +7.1% |
| 1Y | +35.2% | +9.0% | +26.1% | +31.5% |
| 3Y | +522.6% | +54.5% | +468.1% | +411.6% |
| 5Y | +344.2% | +35.8% | +308.4% | +276.6% |
| 10Y | +1,188.7% | +177.5% | +1,011.2% | +607.2% |
| All | +1,457.7% | +3,457.3% | -1,999.5% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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