+174.5%
CIEN vs RDW
+24.9%
+149.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -15.2% | -3.1% | -12.1% | -14.7% |
| 30D | -21.5% | -1.8% | -19.7% | -21.3% |
| 3M | -40.1% | -50.9% | +10.8% | -35.2% |
| 6M | -6.6% | +13.5% | -20.0% | -13.1% |
| YTD | +37.3% | +38.6% | -1.3% | +20.4% |
| 1Y | +174.5% | +28.3% | +146.3% | +135.5% |
| All | +174.5% | +24.9% | +149.6% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling