+48.9%
CIEN vs DT
-5.1%
+54.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.7% | -9.3% |
| 7D | -25.0% | -25.5% | +0.5% | -27.6% |
| 30D | -30.1% | -22.3% | -7.8% | -31.9% |
| 3M | -33.8% | +2.3% | -36.1% | -31.2% |
| 6M | -49.4% | +20.7% | -70.2% | -44.9% |
| YTD | +16.4% | +7.9% | +8.5% | +28.8% |
| 1Y | +48.9% | -5.7% | +54.6% | +59.8% |
| All | +48.9% | -5.1% | +54.0% | +59.8% |
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