+1,129.1%
DIA vs CIEN
+51.9%
+1,077.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.2% | -15.2% | +15.0% | +1.5% |
| 30D | -1.5% | -21.5% | +20.0% | +0.8% |
| 3M | +3.8% | -40.1% | +43.8% | +8.8% |
| 6M | +10.3% | -6.6% | +16.8% | +9.0% |
| YTD | +12.1% | +37.3% | -25.2% | +5.6% |
| 1Y | +18.6% | +174.5% | -155.9% | +3.0% |
| 3Y | +60.6% | +562.3% | -501.6% | +23.7% |
| 5Y | +64.4% | +463.9% | -399.5% | +27.3% |
| 10Y | +250.1% | +1,302.4% | -1,052.3% | +141.7% |
| All | +1,129.1% | +51.9% | +1,077.2% | +619.0% |
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