+1,438.7%
CIEN vs RBA
+182.6%
+1,256.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.9% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | -17.2% | -13.2% | -4.0% | -14.0% |
| 3M | -26.9% | -21.4% | -5.5% | -22.6% |
| 6M | +16.0% | -20.9% | +36.9% | +22.3% |
| YTD | +45.9% | -19.9% | +65.8% | +52.1% |
| 1Y | +186.8% | -28.7% | +215.5% | +210.1% |
| 3Y | +607.8% | +27.4% | +580.4% | +527.1% |
| 5Y | +506.7% | +41.7% | +465.0% | +401.9% |
| 10Y | +1,438.7% | +189.6% | +1,249.1% | +849.2% |
| All | +1,438.7% | +182.6% | +1,256.2% | +849.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling