+174.5%
CIEN vs RMBS
+16.3%
+158.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.5% |
| 7D | -15.2% | -0.3% | -14.8% | -15.0% |
| 30D | -21.5% | -12.2% | -9.3% | -16.4% |
| 3M | -40.1% | -49.5% | +9.5% | -21.4% |
| 6M | -6.6% | -7.1% | +0.6% | -4.6% |
| YTD | +37.3% | -7.0% | +44.3% | +33.0% |
| 1Y | +174.5% | +13.3% | +161.2% | +162.0% |
| All | +174.5% | +16.3% | +158.3% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling