+1,027.6%
CIEN vs RNG
+340.1%
+687.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +15.3% | +4.6% | +10.7% | +14.3% |
| 30D | -22.0% | +0.4% | -22.4% | -21.8% |
| 3M | -36.6% | +11.4% | -48.1% | -38.0% |
| 6M | -51.5% | +95.7% | -147.1% | -58.7% |
| YTD | +20.0% | +162.9% | -142.9% | -8.0% |
| 1Y | +44.5% | +180.3% | -135.8% | +9.1% |
| 3Y | +539.0% | +188.3% | +350.7% | +360.7% |
| 5Y | +356.8% | -72.5% | +429.3% | +408.6% |
| 10Y | +1,190.4% | +236.7% | +953.7% | +542.3% |
| All | +1,027.6% | +340.1% | +687.4% | +402.1% |
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