+375.1%
DDOG vs CIEN
+569.7%
-194.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -19.1% | -9.3% | -9.8% | -16.5% |
| 30D | -39.2% | -39.5% | +0.3% | -28.4% |
| 3M | -31.6% | -29.8% | -1.8% | -24.7% |
| 6M | -10.9% | -50.4% | +39.5% | +7.3% |
| YTD | +31.2% | +16.3% | +14.8% | +4.8% |
| 1Y | -10.7% | +30.4% | -41.0% | -32.9% |
| 3Y | +72.1% | +516.6% | -444.5% | -43.1% |
| 5Y | -5.5% | +349.8% | -355.3% | -64.1% |
| All | +375.1% | +569.7% | -194.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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