+622.8%
CIEN vs DT
+103.5%
+519.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -15.2% | -3.3% | -11.9% | -14.5% |
| 30D | -21.5% | +2.0% | -23.5% | -22.1% |
| 3M | -40.1% | +20.0% | -60.1% | -43.3% |
| 6M | -6.6% | +39.3% | -45.9% | -16.7% |
| YTD | +37.3% | +19.8% | +17.5% | +27.3% |
| 1Y | +174.5% | +4.3% | +170.3% | +164.0% |
| 3Y | +562.3% | +7.7% | +554.6% | +526.3% |
| 5Y | +463.9% | -26.8% | +490.8% | +456.2% |
| All | +622.8% | +103.5% | +519.3% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling