+746.5%
CIEN vs DOW
-15.8%
+762.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.1% |
| 7D | -15.2% | -2.4% | -12.8% | -14.5% |
| 30D | -21.5% | +0.4% | -21.9% | -21.9% |
| 3M | -40.1% | -14.4% | -25.7% | -37.5% |
| 6M | -6.6% | -7.0% | +0.4% | -7.0% |
| YTD | +37.3% | +30.2% | +7.1% | +19.0% |
| 1Y | +174.5% | +29.2% | +145.3% | +136.6% |
| 3Y | +562.3% | -36.7% | +599.0% | +635.2% |
| 5Y | +463.9% | -37.7% | +501.6% | +522.1% |
| All | +746.5% | -15.8% | +762.3% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling