+506.7%
CIEN vs RGEN
-42.7%
+549.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.2% |
| 7D | -5.3% | -0.9% | -4.4% | -5.0% |
| 30D | -17.2% | +2.8% | -20.1% | -17.7% |
| 3M | -26.9% | +34.5% | -61.3% | -32.8% |
| 6M | +16.0% | +40.5% | -24.4% | +4.0% |
| YTD | +45.9% | +2.8% | +43.1% | +42.5% |
| 1Y | +186.8% | +39.6% | +147.2% | +157.1% |
| 3Y | +607.8% | +4.4% | +603.4% | +553.0% |
| 5Y | +506.7% | -42.8% | +549.5% | +445.2% |
| All | +506.7% | -42.7% | +549.5% | +445.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling