+1,500.5%
CIEN vs RGEN
+415.7%
+1,084.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +8.9% | -1.4% | +10.3% | +9.3% |
| 30D | -19.1% | -0.3% | -18.8% | -19.0% |
| 3M | -21.5% | +23.9% | -45.4% | -26.1% |
| 6M | +2.8% | +38.5% | -35.7% | -6.9% |
| YTD | +49.5% | +0.8% | +48.7% | +46.6% |
| 1Y | +163.8% | +38.2% | +125.6% | +138.2% |
| 3Y | +615.8% | +1.3% | +614.5% | +568.0% |
| 5Y | +548.4% | -44.0% | +592.4% | +554.8% |
| All | +1,500.5% | +415.7% | +1,084.8% | +829.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling