+186.8%
CIEN vs RBA
-28.4%
+215.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.2% |
| 7D | -5.3% | -1.1% | -4.2% | -5.3% |
| 30D | -17.2% | -13.2% | -4.0% | -17.3% |
| 3M | -26.9% | -21.4% | -5.5% | -27.5% |
| 6M | +16.0% | -20.9% | +36.9% | +14.5% |
| YTD | +45.9% | -19.9% | +65.8% | +43.2% |
| 1Y | +186.8% | -28.7% | +215.5% | +191.1% |
| All | +186.8% | -28.4% | +215.2% | +191.1% |
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