+116.6%
CIEN vs RIG
-78.5%
+195.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.8% |
| 3M | -36.6% | -3.1% | -33.5% | -36.4% |
| 6M | -51.5% | -16.3% | -35.1% | -50.2% |
| YTD | +20.0% | +34.1% | -14.2% | +10.6% |
| 1Y | +44.5% | +38.2% | +6.3% | +32.4% |
| 3Y | +539.0% | -15.3% | +554.3% | +515.6% |
| 5Y | +356.8% | +62.5% | +294.4% | +250.7% |
| 10Y | +1,190.4% | -46.6% | +1,237.0% | +764.1% |
| All | +116.6% | -78.5% | +195.2% | +33.4% |
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 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