+520.6%
CIEN vs RNG
-70.1%
+590.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | +5.4% | -9.6% | +15.0% | +7.0% |
| 30D | -13.7% | +8.8% | -22.5% | -15.1% |
| 3M | -23.0% | +78.6% | -101.7% | -31.5% |
| 6M | -0.8% | +70.3% | -71.1% | -12.3% |
| YTD | +43.1% | +140.3% | -97.3% | +14.9% |
| 1Y | +157.6% | +126.6% | +31.0% | +109.0% |
| 3Y | +593.8% | +120.2% | +473.6% | +443.5% |
| 5Y | +520.6% | -68.3% | +588.9% | +441.7% |
| All | +520.6% | -70.1% | +590.7% | +441.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling