+147.9%
CIEN vs RJF
+5,732.2%
-5,584.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | -15.2% | -0.6% | -14.6% | -15.1% |
| 30D | -21.5% | -1.3% | -20.2% | -21.2% |
| 3M | -40.1% | +18.9% | -59.0% | -46.5% |
| 6M | -6.6% | +15.0% | -21.6% | -15.5% |
| YTD | +37.3% | +12.2% | +25.0% | +24.3% |
| 1Y | +174.5% | +5.6% | +168.9% | +156.9% |
| 3Y | +562.3% | +74.9% | +487.4% | +362.7% |
| 5Y | +463.9% | +106.6% | +357.3% | +247.3% |
| 10Y | +1,302.4% | +433.1% | +869.3% | +341.8% |
| All | +147.9% | +5,732.2% | -5,584.4% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling