+147.9%
CIEN vs DRI
+9,468.4%
-9,320.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -15.2% | +0.6% | -15.8% | -15.4% |
| 30D | -21.5% | +3.8% | -25.3% | -22.6% |
| 3M | -40.1% | +13.0% | -53.1% | -43.2% |
| 6M | -6.6% | +8.3% | -14.9% | -10.2% |
| YTD | +37.3% | +20.6% | +16.6% | +26.0% |
| 1Y | +174.5% | +6.5% | +168.1% | +162.8% |
| 3Y | +562.3% | +53.7% | +508.6% | +448.7% |
| 5Y | +463.9% | +72.7% | +391.3% | +344.1% |
| 10Y | +1,302.4% | +363.2% | +939.2% | +558.0% |
| All | +147.9% | +9,468.4% | -9,320.6% | -53.6% |
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