+98.6%
CIEN vs RL
+1,366.2%
-1,267.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.3% |
| 7D | -15.2% | -0.8% | -14.4% | -15.0% |
| 30D | -21.5% | -7.8% | -13.7% | -19.3% |
| 3M | -40.1% | -4.0% | -36.1% | -39.7% |
| 6M | -6.6% | -1.9% | -4.7% | -6.9% |
| YTD | +37.3% | -0.2% | +37.4% | +35.3% |
| 1Y | +174.5% | +10.7% | +163.9% | +159.5% |
| 3Y | +562.3% | +210.8% | +351.5% | +314.3% |
| 5Y | +463.9% | +238.2% | +225.7% | +230.6% |
| 10Y | +1,302.4% | +313.4% | +989.0% | +554.8% |
| All | +98.6% | +1,366.2% | -1,267.6% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling