+355.8%
CIEN vs DOW
-28.2%
+384.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.5% |
| 7D | +15.3% | +5.2% | +10.0% | +13.8% |
| 30D | -22.0% | +13.2% | -35.2% | -24.4% |
| 3M | -36.6% | +10.1% | -46.7% | -38.4% |
| 6M | -51.5% | -13.1% | -38.4% | -49.6% |
| YTD | +20.0% | +46.1% | -26.2% | +0.4% |
| 1Y | +44.5% | +50.0% | -5.6% | +19.6% |
| 3Y | +539.0% | -20.2% | +559.3% | +576.2% |
| All | +355.8% | -28.2% | +384.0% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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