+566.8%
CIEN vs DRI
+60.6%
+506.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -15.2% | +0.6% | -15.8% | -15.3% |
| 30D | -21.5% | +3.8% | -25.3% | -22.3% |
| 3M | -40.1% | +13.0% | -53.1% | -42.7% |
| 6M | -6.6% | +8.3% | -14.9% | -9.5% |
| YTD | +37.3% | +20.6% | +16.6% | +25.8% |
| 1Y | +174.5% | +6.5% | +168.1% | +165.0% |
| All | +566.8% | +60.6% | +506.2% | +410.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling