+367.2%
CIEN vs DOCS
-20.2%
+387.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.6% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -40.1% | +7.8% | -47.9% | -40.5% |
| 3M | -34.7% | +20.0% | -54.7% | -35.9% |
| 6M | -50.9% | +26.5% | -77.4% | -52.5% |
| YTD | +15.2% | -25.8% | +40.9% | +17.9% |
| 1Y | +35.2% | -39.5% | +74.6% | +41.8% |
| 3Y | +522.6% | +60.3% | +462.2% | +470.7% |
| 5Y | +344.2% | -57.0% | +401.3% | +331.2% |
| All | +367.2% | -20.2% | +387.3% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling