+522.6%
CIEN vs DRI
+70.6%
+452.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.1% | +10.4% |
| 7D | -5.3% | +3.1% | -8.4% | -5.9% |
| 30D | -40.1% | +16.2% | -56.4% | -42.3% |
| 3M | -34.7% | +8.4% | -43.1% | -36.1% |
| 6M | -50.9% | +19.0% | -69.9% | -53.6% |
| YTD | +15.2% | +28.8% | -13.7% | +3.9% |
| 1Y | +35.2% | +33.1% | +2.0% | +19.9% |
| 3Y | +522.6% | +70.8% | +451.8% | +349.7% |
| All | +522.6% | +70.6% | +452.0% | +349.7% |
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