+585.2%
CIEN vs DVA
+89.4%
+495.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -13.7% | +1.7% | -15.3% | -13.8% |
| 3M | -23.0% | -8.7% | -14.4% | -23.1% |
| 6M | -0.8% | +19.7% | -20.5% | -3.2% |
| YTD | +43.1% | +59.6% | -16.6% | +36.1% |
| 1Y | +157.6% | +37.1% | +120.5% | +149.0% |
| All | +585.2% | +89.4% | +495.8% | +514.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling