+349.8%
CIEN vs DOCS
-49.9%
+399.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -9.3% | -0.6% | -8.8% | -9.3% |
| 30D | -39.5% | +6.3% | -45.8% | -39.9% |
| 3M | -29.8% | +26.5% | -56.3% | -31.8% |
| 6M | -50.4% | +24.8% | -75.1% | -52.2% |
| YTD | +16.3% | -26.8% | +43.1% | +20.1% |
| 1Y | +30.4% | -38.3% | +68.6% | +37.8% |
| 3Y | +516.6% | +36.0% | +480.5% | +462.9% |
| 5Y | +349.8% | -55.0% | +404.7% | +331.1% |
| All | +349.8% | -49.9% | +399.6% | +331.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling