+1,500.5%
CIEN vs RNG
+222.9%
+1,277.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +8.9% | -6.1% | +15.0% | +10.0% |
| 30D | -19.1% | +9.6% | -28.7% | -20.7% |
| 3M | -21.5% | +83.3% | -104.8% | -31.4% |
| 6M | +2.8% | +77.9% | -75.1% | -11.2% |
| YTD | +49.5% | +139.9% | -90.5% | +18.4% |
| 1Y | +163.8% | +121.7% | +42.1% | +112.0% |
| 3Y | +615.8% | +121.9% | +494.0% | +453.1% |
| 5Y | +548.4% | -68.4% | +616.7% | +575.1% |
| All | +1,500.5% | +222.9% | +1,277.6% | +687.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling