+110.1%
CIEN vs DRI
+10,070.3%
-9,960.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -9.3% | +4.2% | -13.5% | -10.8% |
| 30D | -39.5% | +15.7% | -55.2% | -42.9% |
| 3M | -29.8% | +5.8% | -35.6% | -31.8% |
| 6M | -50.4% | +18.4% | -68.8% | -54.1% |
| YTD | +16.3% | +28.2% | -11.9% | +3.6% |
| 1Y | +30.4% | +35.9% | -5.6% | +13.5% |
| 3Y | +516.6% | +67.7% | +448.8% | +391.0% |
| 5Y | +349.8% | +77.9% | +271.9% | +248.5% |
| 10Y | +1,184.7% | +338.7% | +846.0% | +513.3% |
| All | +110.1% | +10,070.3% | -9,960.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling