+607.8%
CIEN vs DT
+3.8%
+604.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +6.9% |
| 7D | -5.3% | -4.9% | -0.4% | -4.5% |
| 30D | -17.2% | +2.7% | -19.9% | -17.8% |
| 3M | -26.9% | +20.0% | -46.8% | -30.1% |
| 6M | +16.0% | +28.0% | -12.0% | +8.2% |
| YTD | +45.9% | +16.0% | +29.9% | +40.9% |
| 1Y | +186.8% | +0.7% | +186.1% | +192.8% |
| 3Y | +607.8% | +6.2% | +601.6% | +581.9% |
| All | +607.8% | +3.8% | +604.0% | +581.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling