+50.6%
CIEN vs RL
+1,476.5%
-1,426.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.8% | +6.0% |
| 7D | -24.1% | -4.2% | -20.0% | -22.8% |
| 30D | -45.5% | +4.3% | -49.8% | -46.4% |
| 3M | -39.7% | -4.6% | -35.1% | -38.9% |
| 6M | -57.8% | +1.7% | -59.5% | -58.8% |
| YTD | +4.1% | +7.3% | -3.3% | -0.5% |
| 1Y | +20.8% | +20.8% | 0.0% | +10.1% |
| 3Y | +463.1% | +247.0% | +216.2% | +237.0% |
| 5Y | +302.3% | +225.5% | +76.8% | +140.9% |
| 10Y | +1,164.4% | +363.0% | +801.3% | +463.2% |
| All | +50.6% | +1,476.5% | -1,426.0% | -61.1% |
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