+116.6%
CIEN vs RGEN
+14,814.7%
-14,698.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.3% | -4.7% |
| 7D | +15.3% | -3.3% | +18.5% | +15.7% |
| 30D | -22.0% | -5.8% | -16.1% | -21.2% |
| 3M | -36.6% | +0.2% | -36.8% | -36.7% |
| 6M | -51.5% | +56.8% | -108.2% | -54.4% |
| YTD | +20.0% | +2.4% | +17.6% | +18.4% |
| 1Y | +44.5% | +11.4% | +33.0% | +41.2% |
| 3Y | +539.0% | +15.2% | +523.9% | +513.0% |
| 5Y | +356.8% | -35.1% | +391.9% | +357.2% |
| 10Y | +1,190.4% | +419.6% | +770.8% | +909.4% |
| All | +116.6% | +14,814.7% | -14,698.0% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling