+541.8%
CIEN vs RDW
-0.7%
+542.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +4.8% |
| 7D | +8.9% | +0.9% | +8.0% | +8.8% |
| 30D | -19.1% | -21.3% | +2.2% | -16.4% |
| 3M | -21.5% | -37.9% | +16.4% | -17.2% |
| 6M | +2.8% | +12.3% | -9.4% | -2.2% |
| YTD | +49.5% | +39.7% | +9.7% | +35.5% |
| 1Y | +163.8% | +25.7% | +138.1% | +138.7% |
| 3Y | +615.8% | +230.8% | +385.0% | +452.3% |
| 5Y | +548.4% | -8.8% | +557.1% | +412.8% |
| All | +541.8% | -0.7% | +542.6% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling