+176.6%
CIEN vs DRI
+3.0%
+173.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.1% |
| 7D | -4.6% | -4.8% | +0.3% | -5.0% |
| 30D | -12.8% | -3.9% | -8.9% | -13.0% |
| 3M | -23.1% | +5.1% | -28.1% | -22.5% |
| 6M | +6.1% | +5.5% | +0.6% | +6.8% |
| YTD | +44.5% | +16.5% | +28.1% | +42.7% |
| 1Y | +176.6% | +2.0% | +174.6% | +176.5% |
| All | +176.6% | +3.0% | +173.6% | +176.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling