+1,206.6%
CIEN vs RCL
+338.4%
+868.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +27.4% | -0.2% | +27.6% | +27.5% |
| 30D | -26.6% | +14.4% | -41.0% | -29.0% |
| 3M | -32.0% | +5.2% | -37.1% | -32.9% |
| 6M | -49.1% | +26.1% | -75.2% | -52.0% |
| YTD | +25.7% | +17.4% | +8.4% | +19.1% |
| 1Y | +40.3% | +24.7% | +15.6% | +31.1% |
| 3Y | +566.2% | +250.9% | +315.3% | +401.8% |
| 5Y | +378.7% | +293.8% | +84.9% | +237.2% |
| All | +1,206.6% | +338.4% | +868.2% | +629.0% |
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