+1,438.7%
CIEN vs RL
+304.3%
+1,134.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.7% |
| 7D | -5.3% | +1.9% | -7.2% | -6.0% |
| 30D | -17.2% | -12.2% | -5.0% | -13.7% |
| 3M | -26.9% | -6.6% | -20.2% | -25.8% |
| 6M | +16.0% | +3.2% | +12.9% | +13.5% |
| YTD | +45.9% | -1.3% | +47.2% | +44.6% |
| 1Y | +186.8% | +13.6% | +173.2% | +170.5% |
| 3Y | +607.8% | +210.9% | +396.9% | +389.2% |
| 5Y | +506.7% | +246.9% | +259.9% | +298.3% |
| 10Y | +1,438.7% | +310.1% | +1,128.6% | +835.8% |
| All | +1,438.7% | +304.3% | +1,134.4% | +835.8% |
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