+1,271.7%
CIEN vs RNG
+309.1%
+962.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +7.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.4% |
| 30D | -17.2% | +11.4% | -28.6% | -19.4% |
| 3M | -26.9% | +72.1% | -99.0% | -35.9% |
| 6M | +16.0% | +67.9% | -51.9% | +0.3% |
| YTD | +45.9% | +144.3% | -98.4% | +13.2% |
| 1Y | +186.8% | +117.5% | +69.3% | +127.7% |
| 3Y | +607.8% | +123.9% | +483.9% | +436.1% |
| 5Y | +506.7% | -70.1% | +576.8% | +552.5% |
| 10Y | +1,438.7% | +215.9% | +1,222.9% | +670.2% |
| All | +1,271.7% | +309.1% | +962.7% | +517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling