+477.0%
CIEN vs RL
+238.1%
+238.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.1% |
| 7D | -15.2% | -0.8% | -14.4% | -14.9% |
| 30D | -21.5% | -7.8% | -13.7% | -18.8% |
| 3M | -40.1% | -4.0% | -36.1% | -39.8% |
| 6M | -6.6% | -1.9% | -4.7% | -7.4% |
| YTD | +37.3% | -0.2% | +37.4% | +34.1% |
| 1Y | +174.5% | +10.7% | +163.9% | +154.1% |
| 3Y | +562.3% | +210.8% | +351.5% | +286.9% |
| All | +477.0% | +238.1% | +238.9% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling