+1,438.7%
CIEN vs RACE
+793.3%
+645.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | -5.3% | -1.0% | -4.2% | -5.0% |
| 30D | -17.2% | -1.5% | -15.7% | -16.8% |
| 3M | -26.9% | +15.5% | -42.3% | -32.0% |
| 6M | +16.0% | +17.3% | -1.3% | +6.4% |
| YTD | +45.9% | +11.1% | +34.8% | +35.7% |
| 1Y | +186.8% | -14.3% | +201.1% | +196.8% |
| 3Y | +607.8% | +40.2% | +567.6% | +451.3% |
| 5Y | +506.7% | +92.6% | +414.2% | +290.0% |
| 10Y | +1,438.7% | +786.6% | +652.2% | +334.0% |
| All | +1,438.7% | +793.3% | +645.5% | +334.0% |
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