+174.5%
CIEN vs DT
+4.0%
+170.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +0.8% |
| 7D | -15.2% | -3.3% | -11.9% | -15.5% |
| 30D | -21.5% | +2.0% | -23.5% | -20.9% |
| 3M | -40.1% | +20.0% | -60.1% | -37.6% |
| 6M | -6.6% | +39.3% | -45.9% | +1.3% |
| YTD | +37.3% | +19.8% | +17.5% | +49.5% |
| 1Y | +174.5% | +4.3% | +170.3% | +195.1% |
| All | +174.5% | +4.0% | +170.5% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling