+378.7%
CIEN vs RACE
+62.4%
+316.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | +27.4% | -4.0% | +31.4% | +29.1% |
| 30D | -26.6% | +3.5% | -30.1% | -27.5% |
| 3M | -32.0% | -0.4% | -31.5% | -32.0% |
| 6M | -49.1% | +23.2% | -72.2% | -53.3% |
| YTD | +25.7% | +11.0% | +14.7% | +18.5% |
| 1Y | +40.3% | -2.2% | +42.5% | +39.5% |
| 3Y | +566.2% | +22.5% | +543.7% | +454.5% |
| 5Y | +378.7% | +63.2% | +315.6% | +190.0% |
| All | +378.7% | +62.4% | +316.3% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling