+531.7%
CIEN vs DT
+75.7%
+456.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | +3.1% | +12.1% | +14.4% |
| 30D | -22.0% | -29.5% | +7.6% | -14.8% |
| 3M | -36.6% | -11.7% | -24.9% | -34.8% |
| 6M | -51.5% | +29.0% | -80.5% | -55.3% |
| YTD | +20.0% | +3.4% | +16.6% | +15.3% |
| 1Y | +44.5% | -4.2% | +48.7% | +42.0% |
| 3Y | +539.0% | -12.8% | +551.9% | +538.4% |
| 5Y | +356.8% | -39.6% | +396.4% | +374.7% |
| All | +531.7% | +75.7% | +456.0% | +362.8% |
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