+1,500.5%
CIEN vs DTE
+137.8%
+1,362.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +5.0% |
| 7D | +8.9% | -2.6% | +11.5% | +10.0% |
| 30D | -19.1% | -4.4% | -14.7% | -17.7% |
| 3M | -21.5% | -8.3% | -13.2% | -19.1% |
| 6M | +2.8% | -8.1% | +10.9% | +5.8% |
| YTD | +49.5% | +4.4% | +45.0% | +46.3% |
| 1Y | +163.8% | +0.2% | +163.6% | +162.1% |
| 3Y | +615.8% | +42.6% | +573.2% | +502.5% |
| 5Y | +548.4% | +31.5% | +516.9% | +460.8% |
| All | +1,500.5% | +137.8% | +1,362.6% | +1,008.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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