+48.9%
CIEN vs RBA
-2.0%
+50.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.3% | -8.9% |
| 7D | -25.0% | +12.7% | -37.7% | -23.8% |
| 30D | -30.1% | +15.5% | -45.7% | -28.7% |
| 3M | -33.8% | -14.0% | -19.7% | -32.5% |
| 6M | -49.4% | -8.8% | -40.6% | -48.7% |
| YTD | +16.4% | -6.9% | +23.3% | +13.0% |
| 1Y | +48.9% | -3.0% | +51.9% | +43.8% |
| All | +48.9% | -2.0% | +50.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling