+87.9%
CIEN vs DRI
+9,967.6%
-9,879.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | -24.1% | +2.8% | -26.9% | -25.1% |
| 30D | -45.5% | +13.3% | -58.7% | -48.2% |
| 3M | -39.7% | +8.2% | -47.9% | -42.0% |
| 6M | -57.8% | +17.5% | -75.3% | -60.9% |
| YTD | +4.1% | +26.9% | -22.8% | -7.0% |
| 1Y | +20.8% | +31.6% | -10.8% | +6.4% |
| 3Y | +463.1% | +67.0% | +396.2% | +349.0% |
| 5Y | +302.3% | +72.9% | +229.4% | +214.7% |
| 10Y | +1,164.4% | +371.3% | +793.0% | +486.1% |
| All | +87.9% | +9,967.6% | -9,879.6% | -65.7% |
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 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