+1,188.7%
CIEN vs RACE
+738.3%
+450.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.4% |
| 7D | -5.3% | +3.9% | -9.2% | -6.8% |
| 30D | -40.1% | +7.4% | -47.6% | -42.0% |
| 3M | -34.7% | +1.6% | -36.3% | -35.3% |
| 6M | -50.9% | +23.3% | -74.2% | -55.8% |
| YTD | +15.2% | +14.7% | +0.5% | +5.6% |
| 1Y | +35.2% | +2.5% | +32.6% | +30.3% |
| 3Y | +522.6% | +28.0% | +494.6% | +411.3% |
| 5Y | +344.2% | +69.8% | +274.4% | +205.1% |
| 10Y | +1,188.7% | +734.9% | +453.8% | +306.3% |
| All | +1,188.7% | +738.3% | +450.4% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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