+506.7%
CIEN vs RCL
+234.0%
+272.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -17.2% | -17.3% | +0.1% | -12.0% |
| 3M | -26.9% | -2.8% | -24.1% | -26.7% |
| 6M | +16.0% | -4.4% | +20.4% | +16.4% |
| YTD | +45.9% | -4.2% | +50.1% | +44.1% |
| 1Y | +186.8% | -23.4% | +210.2% | +203.2% |
| 3Y | +607.8% | +179.4% | +428.4% | +401.4% |
| 5Y | +506.7% | +238.8% | +268.0% | +276.6% |
| All | +506.7% | +234.0% | +272.8% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling