+147.9%
CIEN vs RIG
-77.3%
+225.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.7% |
| 7D | -15.2% | +0.9% | -16.0% | -15.4% |
| 30D | -21.5% | +13.8% | -35.3% | -23.8% |
| 3M | -40.1% | -6.4% | -33.7% | -39.5% |
| 6M | -6.6% | -8.2% | +1.6% | -6.0% |
| YTD | +37.3% | +41.6% | -4.4% | +25.4% |
| 1Y | +174.5% | +88.7% | +85.8% | +135.5% |
| 3Y | +562.3% | -30.9% | +593.1% | +563.9% |
| 5Y | +463.9% | +57.7% | +406.3% | +332.7% |
| 10Y | +1,302.4% | -39.3% | +1,341.6% | +800.7% |
| All | +147.9% | -77.3% | +225.2% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling