+304.6%
CIEN vs RBA
+37.7%
+266.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.7% |
| 7D | -24.1% | +4.3% | -28.4% | -24.9% |
| 30D | -45.5% | +16.3% | -61.8% | -47.5% |
| 3M | -39.7% | +1.3% | -41.0% | -40.1% |
| 6M | -57.8% | -11.1% | -46.7% | -57.2% |
| YTD | +4.1% | -8.5% | +12.5% | +3.8% |
| 1Y | +20.8% | -2.1% | +22.9% | +18.2% |
| 3Y | +463.1% | +44.6% | +418.6% | +389.9% |
| All | +304.6% | +37.7% | +266.9% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling