+509.1%
CIEN vs DOW
-35.8%
+545.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.6% | -6.0% | +1.4% | -2.9% |
| 30D | -12.8% | -2.7% | -10.1% | -12.3% |
| 3M | -23.1% | -10.5% | -12.6% | -21.1% |
| 6M | +6.1% | -12.4% | +18.5% | +7.9% |
| YTD | +44.5% | +30.0% | +14.5% | +25.0% |
| 1Y | +176.6% | +27.8% | +148.8% | +138.8% |
| 3Y | +601.0% | -34.9% | +635.9% | +698.6% |
| 5Y | +509.1% | -35.9% | +545.0% | +600.2% |
| All | +509.1% | -35.8% | +545.0% | +600.2% |
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