+1,431.9%
CIEN vs RJF
+429.5%
+1,002.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +5.4% | -4.2% | +9.6% | +7.4% |
| 30D | -13.7% | -3.6% | -10.1% | -12.4% |
| 3M | -23.0% | +15.6% | -38.7% | -28.9% |
| 6M | -0.8% | +17.6% | -18.4% | -9.5% |
| YTD | +43.1% | +9.2% | +33.8% | +33.6% |
| 1Y | +157.6% | +5.5% | +152.1% | +144.3% |
| 3Y | +593.8% | +70.3% | +523.5% | +425.4% |
| 5Y | +520.6% | +106.0% | +414.6% | +323.1% |
| All | +1,431.9% | +429.5% | +1,002.4% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling