+1,146.8%
CIEN vs RL
+337.1%
+809.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | +15.3% | +2.6% | +12.7% | +14.3% |
| 30D | -22.0% | +2.9% | -24.9% | -22.7% |
| 3M | -36.6% | 0.0% | -36.6% | -36.7% |
| 6M | -51.5% | +17.1% | -68.6% | -54.7% |
| YTD | +20.0% | +10.1% | +9.8% | +14.5% |
| 1Y | +44.5% | +17.3% | +27.1% | +34.7% |
| 3Y | +539.0% | +249.3% | +289.7% | +326.3% |
| 5Y | +356.8% | +240.9% | +115.9% | +200.2% |
| All | +1,146.8% | +337.1% | +809.8% | +669.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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