+147.9%
CIEN vs RGEN
+14,797.8%
-14,649.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -15.2% | -4.9% | -10.3% | -14.6% |
| 30D | -21.5% | +5.7% | -27.2% | -22.0% |
| 3M | -40.1% | +32.4% | -72.5% | -42.3% |
| 6M | -6.6% | +33.2% | -39.7% | -10.5% |
| YTD | +37.3% | +2.3% | +35.0% | +35.7% |
| 1Y | +174.5% | +39.0% | +135.6% | +161.2% |
| 3Y | +562.3% | -4.6% | +566.9% | +547.6% |
| 5Y | +463.9% | -42.7% | +506.6% | +471.5% |
| 10Y | +1,302.4% | +433.6% | +868.8% | +994.1% |
| All | +147.9% | +14,797.8% | -14,649.9% | +17.1% |
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