+527.0%
CIEN vs RMBS
+267.8%
+259.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -4.6% | +3.5% | -8.0% | -5.9% |
| 30D | -12.8% | -8.6% | -4.2% | -9.1% |
| 3M | -23.1% | -40.3% | +17.2% | -5.4% |
| 6M | +6.1% | -1.0% | +7.1% | +4.5% |
| YTD | +44.5% | -4.6% | +49.1% | +39.7% |
| 1Y | +176.6% | +17.6% | +159.0% | +142.5% |
| 3Y | +601.0% | +58.6% | +542.3% | +404.6% |
| All | +527.0% | +267.8% | +259.2% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling