+48.9%
CIEN vs RGEN
+19.5%
+29.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.2% | -9.3% |
| 7D | -25.0% | -3.5% | -21.5% | -24.7% |
| 30D | -30.1% | -6.0% | -24.2% | -29.9% |
| 3M | -33.8% | +19.0% | -52.8% | -35.2% |
| 6M | -49.4% | +50.7% | -100.2% | -52.9% |
| YTD | +16.4% | +8.8% | +7.7% | +25.2% |
| 1Y | +48.9% | +21.3% | +27.6% | +50.3% |
| All | +48.9% | +19.5% | +29.3% | +50.3% |
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