-49.1%
CIEN vs DT
+9.6%
-58.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.6% |
| 7D | +8.7% | -5.4% | +14.2% | +9.3% |
| 30D | -26.9% | -32.2% | +5.3% | -26.3% |
| 3M | -23.6% | -10.9% | -12.7% | -20.1% |
| 6M | -49.1% | +10.0% | -59.1% | -46.3% |
| All | -49.1% | +9.6% | -58.7% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling