+7.1%
CIEN vs DTE
-7.3%
+14.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +6.1% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -17.2% | -1.9% | -15.4% | -16.8% |
| 3M | -26.9% | -3.3% | -23.5% | -28.5% |
| All | +7.1% | -7.3% | +14.5% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling