+1,500.5%
CIEN vs DVA
+187.8%
+1,312.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | -1.3% | +10.2% | +9.1% |
| 30D | -19.1% | 0.0% | -19.1% | -19.2% |
| 3M | -21.5% | -10.9% | -10.6% | -20.5% |
| 6M | +2.8% | +17.3% | -14.5% | -1.7% |
| YTD | +49.5% | +59.8% | -10.3% | +33.6% |
| 1Y | +163.8% | +36.3% | +127.5% | +143.1% |
| 3Y | +615.8% | +88.6% | +527.2% | +496.7% |
| 5Y | +548.4% | +47.5% | +500.8% | +457.6% |
| All | +1,500.5% | +187.8% | +1,312.6% | +1,080.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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