+959.6%
CIEN vs RACE
+658.9%
+300.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +6.9% | +6.1% |
| 7D | -24.1% | +5.1% | -29.2% | -25.8% |
| 30D | -45.5% | +7.7% | -53.2% | -47.2% |
| 3M | -39.7% | +2.2% | -41.9% | -40.4% |
| 6M | -57.8% | +23.8% | -81.6% | -62.0% |
| YTD | +4.1% | +13.9% | -9.8% | -4.1% |
| 1Y | +20.8% | +3.8% | +17.0% | +15.8% |
| 3Y | +463.1% | +28.0% | +435.1% | +367.1% |
| 5Y | +302.3% | +64.9% | +237.4% | +186.9% |
| 10Y | +1,164.4% | +780.4% | +384.0% | +337.3% |
| All | +959.6% | +658.9% | +300.7% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling