+378.7%
CIEN vs RGEN
-37.9%
+416.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | +27.4% | -1.2% | +28.5% | +27.8% |
| 30D | -26.6% | -5.1% | -21.5% | -25.3% |
| 3M | -32.0% | +0.5% | -32.4% | -32.2% |
| 6M | -49.1% | +46.6% | -95.6% | -54.8% |
| YTD | +25.7% | +1.6% | +24.1% | +22.7% |
| 1Y | +40.3% | +5.4% | +34.9% | +35.6% |
| 3Y | +566.2% | +12.8% | +553.3% | +502.8% |
| 5Y | +378.7% | -35.6% | +414.3% | +329.8% |
| All | +378.7% | -37.9% | +416.6% | +329.8% |
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