+607.8%
CIEN vs RIG
-28.9%
+636.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.6% |
| 7D | -5.3% | -2.7% | -2.6% | -4.8% |
| 30D | -17.2% | +9.5% | -26.7% | -19.1% |
| 3M | -26.9% | -6.6% | -20.2% | -26.1% |
| 6M | +16.0% | -2.9% | +18.9% | +14.8% |
| YTD | +45.9% | +39.5% | +6.5% | +32.2% |
| 1Y | +186.8% | +82.3% | +104.5% | +143.3% |
| 3Y | +607.8% | -29.6% | +637.4% | +544.6% |
| All | +607.8% | -28.9% | +636.7% | +544.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling