+539.0%
CIEN vs RMBS
+32.1%
+507.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.0% |
| 7D | +15.3% | +10.3% | +4.9% | +10.3% |
| 30D | -22.0% | -10.7% | -11.3% | -16.8% |
| 3M | -36.6% | -17.2% | -19.4% | -29.8% |
| 6M | -51.5% | -39.0% | -12.4% | -39.6% |
| YTD | +20.0% | -10.5% | +30.5% | +21.0% |
| 1Y | +44.5% | -11.0% | +55.4% | +46.5% |
| 3Y | +539.0% | +31.3% | +507.7% | +399.1% |
| All | +539.0% | +32.1% | +507.0% | +399.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling