+128.6%
CIEN vs RIG
-79.4%
+208.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +8.3% |
| 7D | +8.7% | -2.6% | +11.3% | +9.5% |
| 30D | -26.9% | -5.2% | -21.7% | -25.9% |
| 3M | -23.6% | -8.6% | -15.0% | -22.4% |
| 6M | -49.1% | -18.9% | -30.2% | -47.4% |
| YTD | +26.6% | +28.6% | -2.0% | +17.8% |
| 1Y | +42.7% | +25.5% | +17.2% | +33.5% |
| 3Y | +570.8% | -20.2% | +591.0% | +554.4% |
| 5Y | +386.4% | +53.9% | +332.5% | +277.8% |
| 10Y | +1,261.7% | -48.8% | +1,310.5% | +820.3% |
| All | +128.6% | -79.4% | +208.0% | +42.1% |
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