+174.5%
CIEN vs RBA
-26.5%
+201.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -15.2% | -2.9% | -12.2% | -15.3% |
| 30D | -21.5% | -12.3% | -9.2% | -21.5% |
| 3M | -40.1% | -20.5% | -19.5% | -40.4% |
| 6M | -6.6% | -18.5% | +12.0% | -7.7% |
| YTD | +37.3% | -18.2% | +55.5% | +34.8% |
| 1Y | +174.5% | -27.5% | +202.1% | +181.3% |
| All | +174.5% | -26.5% | +201.1% | +181.3% |
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