+147.9%
CIEN vs RMD
+17,809.1%
-17,661.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | -5.0% | -10.2% | -13.5% |
| 30D | -21.5% | +2.2% | -23.7% | -22.3% |
| 3M | -40.1% | +17.8% | -57.9% | -44.6% |
| 6M | -6.6% | -11.3% | +4.8% | -4.2% |
| YTD | +37.3% | -4.4% | +41.7% | +36.0% |
| 1Y | +174.5% | -15.7% | +190.3% | +184.8% |
| 3Y | +562.3% | +47.7% | +514.5% | +428.2% |
| 5Y | +463.9% | -19.2% | +483.2% | +455.5% |
| 10Y | +1,302.4% | +280.4% | +1,022.0% | +596.7% |
| All | +147.9% | +17,809.1% | -17,661.3% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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