+1,146.8%
CIEN vs DRI
+331.7%
+815.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.7% |
| 7D | +15.3% | +1.1% | +14.2% | +15.0% |
| 30D | -22.0% | +9.7% | -31.7% | -24.2% |
| 3M | -36.6% | +3.2% | -39.8% | -37.6% |
| 6M | -51.5% | +20.6% | -72.0% | -54.6% |
| YTD | +20.0% | +28.3% | -8.3% | +9.3% |
| 1Y | +44.5% | +34.5% | +9.9% | +29.6% |
| 3Y | +539.0% | +66.5% | +472.5% | +434.0% |
| 5Y | +356.8% | +79.6% | +277.2% | +270.8% |
| All | +1,146.8% | +331.7% | +815.1% | +693.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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