+44.5%
CIEN vs RIG
+34.1%
+10.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -5.4% |
| 7D | +15.3% | +5.7% | +9.5% | +13.9% |
| 30D | -22.0% | -0.7% | -21.3% | -21.2% |
| 3M | -36.6% | -3.1% | -33.5% | -35.8% |
| 6M | -51.5% | -16.3% | -35.1% | -50.6% |
| YTD | +20.0% | +34.1% | -14.2% | +11.8% |
| 1Y | +44.5% | +38.2% | +6.3% | +32.3% |
| All | +44.5% | +34.1% | +10.3% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling