+163.5%
CIEN vs DTE
+1,745.8%
-1,582.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.9% |
| 7D | -5.3% | +0.9% | -6.2% | -5.7% |
| 30D | -17.2% | -1.9% | -15.4% | -16.5% |
| 3M | -26.9% | -3.3% | -23.5% | -26.0% |
| 6M | +16.0% | -7.1% | +23.1% | +19.5% |
| YTD | +45.9% | +8.1% | +37.8% | +40.1% |
| 1Y | +186.8% | +5.3% | +181.5% | +178.3% |
| 3Y | +607.8% | +48.2% | +559.6% | +471.4% |
| 5Y | +506.7% | +33.2% | +473.5% | +410.2% |
| 10Y | +1,438.7% | +137.5% | +1,301.2% | +824.4% |
| All | +163.5% | +1,745.8% | -1,582.3% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling