+653.3%
CIEN vs DT
+101.6%
+551.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +5.4% | -2.5% | +7.9% | +6.0% |
| 30D | -13.7% | +3.5% | -17.2% | -14.7% |
| 3M | -23.0% | +26.7% | -49.7% | -28.4% |
| 6M | -0.8% | +36.1% | -37.0% | -10.8% |
| YTD | +43.1% | +18.6% | +24.4% | +32.9% |
| 1Y | +157.6% | +7.9% | +149.7% | +145.3% |
| 3Y | +593.8% | +8.6% | +585.2% | +554.1% |
| 5Y | +520.6% | -26.7% | +547.3% | +511.2% |
| All | +653.3% | +101.6% | +551.7% | +433.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling