+386.4%
CIEN vs RIG
+53.0%
+333.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.4% |
| 7D | +8.7% | -2.6% | +11.3% | +9.4% |
| 30D | -26.9% | -5.2% | -21.7% | -26.0% |
| 3M | -23.6% | -8.6% | -15.0% | -22.5% |
| 6M | -49.1% | -18.9% | -30.2% | -47.7% |
| YTD | +26.6% | +28.6% | -2.0% | +19.6% |
| 1Y | +42.7% | +25.5% | +17.2% | +35.4% |
| 3Y | +570.8% | -20.2% | +591.0% | +542.4% |
| 5Y | +386.4% | +53.9% | +332.5% | +333.4% |
| All | +386.4% | +53.0% | +333.4% | +333.4% |
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