+1,431.9%
CIEN vs RIG
-40.1%
+1,472.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +5.4% | -4.2% | +9.5% | +5.9% |
| 30D | -13.7% | -0.7% | -13.0% | -13.7% |
| 3M | -23.0% | -4.0% | -19.0% | -22.8% |
| 6M | -0.8% | -6.3% | +5.5% | -0.8% |
| YTD | +43.1% | +39.7% | +3.3% | +36.1% |
| 1Y | +157.6% | +78.1% | +79.5% | +137.9% |
| 3Y | +593.8% | -29.5% | +623.3% | +588.1% |
| 5Y | +520.6% | +65.3% | +455.3% | +442.9% |
| All | +1,431.9% | -40.1% | +1,472.0% | +1,197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling