+509.1%
CIEN vs RIG
+64.1%
+445.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -4.6% | -8.2% | +3.6% | -3.3% |
| 30D | -12.8% | -0.2% | -12.6% | -12.9% |
| 3M | -23.1% | -2.7% | -20.3% | -23.0% |
| 6M | +6.1% | -7.5% | +13.6% | +6.2% |
| YTD | +44.5% | +38.3% | +6.3% | +35.1% |
| 1Y | +176.6% | +81.8% | +94.8% | +147.0% |
| 3Y | +601.0% | -30.2% | +631.1% | +578.9% |
| 5Y | +509.1% | +59.9% | +449.2% | +422.7% |
| All | +509.1% | +64.1% | +445.0% | +422.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling