+1,188.7%
CIEN vs RCL
+396.5%
+792.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.0% |
| 7D | -5.3% | +5.0% | -10.2% | -6.4% |
| 30D | -40.1% | +19.4% | -59.5% | -42.6% |
| 3M | -34.7% | +5.9% | -40.6% | -35.7% |
| 6M | -50.9% | +23.8% | -74.7% | -53.5% |
| YTD | +15.2% | +22.8% | -7.7% | +8.0% |
| 1Y | +35.2% | +34.3% | +0.9% | +24.2% |
| 3Y | +522.6% | +276.4% | +246.2% | +361.8% |
| 5Y | +344.2% | +281.6% | +62.6% | +213.3% |
| 10Y | +1,188.7% | +379.0% | +809.7% | +530.7% |
| All | +1,188.7% | +396.5% | +792.1% | +530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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