+562.0%
CIEN vs DT
+76.1%
+485.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +27.4% | +2.7% | +24.6% | +26.5% |
| 30D | -26.6% | -30.4% | +3.8% | -19.5% |
| 3M | -32.0% | -9.4% | -22.6% | -30.5% |
| 6M | -49.1% | +14.5% | -63.6% | -51.6% |
| YTD | +25.7% | +3.6% | +22.1% | +20.8% |
| 1Y | +40.3% | -3.4% | +43.8% | +37.6% |
| 3Y | +566.2% | -11.1% | +577.3% | +561.8% |
| 5Y | +378.7% | -39.5% | +418.2% | +397.1% |
| All | +562.0% | +76.1% | +485.9% | +384.7% |
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