+174.5%
CIEN vs RNG
+144.7%
+29.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.8% |
| 7D | -15.2% | +5.8% | -21.0% | -14.8% |
| 30D | -21.5% | +19.6% | -41.1% | -20.4% |
| 3M | -40.1% | +67.0% | -107.1% | -37.7% |
| 6M | -6.6% | +88.4% | -94.9% | -2.7% |
| YTD | +37.3% | +155.5% | -118.2% | +36.8% |
| 1Y | +174.5% | +141.7% | +32.9% | +172.0% |
| All | +174.5% | +144.7% | +29.8% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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