+147.9%
CIEN vs DOC
+706.9%
-559.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.9% |
| 7D | -15.2% | -1.5% | -13.7% | -14.7% |
| 30D | -21.5% | -4.8% | -16.7% | -19.8% |
| 3M | -40.1% | +6.9% | -47.0% | -42.2% |
| 6M | -6.6% | +20.7% | -27.3% | -14.9% |
| YTD | +37.3% | +34.1% | +3.1% | +19.0% |
| 1Y | +174.5% | +22.6% | +151.9% | +146.5% |
| 3Y | +562.3% | +20.8% | +541.4% | +484.1% |
| 5Y | +463.9% | -24.9% | +488.8% | +506.1% |
| 10Y | +1,302.4% | -1.8% | +1,304.2% | +1,117.6% |
| All | +147.9% | +706.9% | -559.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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