+163.5%
CIEN vs DUK
+1,053.1%
-889.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.1% |
| 7D | -5.3% | +0.7% | -6.0% | -5.5% |
| 30D | -17.2% | -2.0% | -15.2% | -16.8% |
| 3M | -26.9% | +0.2% | -27.1% | -27.3% |
| 6M | +16.0% | -6.9% | +22.9% | +17.8% |
| YTD | +45.9% | +6.1% | +39.8% | +42.3% |
| 1Y | +186.8% | +4.4% | +182.4% | +180.2% |
| 3Y | +607.8% | +49.1% | +558.7% | +502.7% |
| 5Y | +506.7% | +39.6% | +467.2% | +424.1% |
| 10Y | +1,438.7% | +125.1% | +1,313.6% | +1,015.8% |
| All | +163.5% | +1,053.1% | -889.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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