+463.1%
CIEN vs RCL
+266.4%
+196.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.9% |
| 7D | -24.1% | +6.5% | -30.6% | -26.4% |
| 30D | -45.5% | +15.9% | -61.4% | -48.9% |
| 3M | -39.7% | +2.7% | -42.4% | -40.7% |
| 6M | -57.8% | +15.2% | -73.0% | -60.8% |
| YTD | +4.1% | +19.2% | -15.2% | -7.7% |
| 1Y | +20.8% | +31.6% | -10.8% | +1.8% |
| 3Y | +463.1% | +274.2% | +189.0% | +204.8% |
| All | +463.1% | +266.4% | +196.8% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling