+1,460.5%
CIEN vs RRC
+4.5%
+1,455.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | -1.7% | -2.8% | -4.3% |
| 30D | -12.8% | +3.6% | -16.4% | -13.3% |
| 3M | -23.1% | +8.8% | -31.9% | -24.2% |
| 6M | +6.1% | +0.8% | +5.3% | +5.4% |
| YTD | +44.5% | +19.0% | +25.6% | +40.1% |
| 1Y | +176.6% | +22.9% | +153.7% | +166.1% |
| 3Y | +601.0% | +32.3% | +568.6% | +567.7% |
| 5Y | +509.1% | +151.6% | +357.6% | +424.3% |
| 10Y | +1,460.5% | +5.5% | +1,455.0% | +1,113.2% |
| All | +1,460.5% | +4.5% | +1,455.9% | +1,113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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