+163.8%
CIEN vs RGTI
-5.4%
+169.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +8.9% | +0.5% | +8.4% | +8.8% |
| 30D | -19.1% | -17.1% | -2.0% | -15.6% |
| 3M | -21.5% | -26.0% | +4.5% | -17.0% |
| 6M | +2.8% | -9.9% | +12.7% | +2.9% |
| YTD | +49.5% | -31.1% | +80.5% | +53.1% |
| 1Y | +163.8% | -8.5% | +172.3% | +223.8% |
| All | +163.8% | -5.4% | +169.3% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling