+174.5%
CIEN vs RGEN
+45.2%
+129.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -15.2% | -4.9% | -10.3% | -14.4% |
| 30D | -21.5% | +5.7% | -27.2% | -21.8% |
| 3M | -40.1% | +32.4% | -72.5% | -42.6% |
| 6M | -6.6% | +33.2% | -39.7% | -12.0% |
| YTD | +37.3% | +2.3% | +35.0% | +42.8% |
| 1Y | +174.5% | +39.0% | +135.6% | +167.0% |
| All | +174.5% | +45.2% | +129.4% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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