+14.9%
DIA vs CIEN
+49.1%
-34.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.3% | +12.4% | +3.4% |
| 7D | +1.6% | -25.0% | +26.7% | +2.7% |
| 30D | +4.1% | -30.1% | +34.3% | +5.4% |
| 3M | -1.0% | -33.8% | +32.8% | +0.3% |
| 6M | +9.7% | -49.4% | +59.1% | +12.0% |
| YTD | +12.2% | +16.4% | -4.2% | +8.3% |
| 1Y | +14.9% | +48.9% | -34.0% | +8.0% |
| All | +14.9% | +49.1% | -34.3% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling