+520.6%
CIEN vs DTE
+31.2%
+489.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | +5.4% | -2.0% | +7.4% | +6.0% |
| 30D | -13.7% | -2.4% | -11.3% | -13.0% |
| 3M | -23.0% | -7.3% | -15.7% | -21.5% |
| 6M | -0.8% | -7.6% | +6.8% | +1.2% |
| YTD | +43.1% | +5.8% | +37.2% | +40.1% |
| 1Y | +157.6% | +2.3% | +155.3% | +154.6% |
| 3Y | +593.8% | +45.0% | +548.8% | +488.8% |
| 5Y | +520.6% | +33.2% | +487.4% | +441.4% |
| All | +520.6% | +31.2% | +489.4% | +441.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling