+44.5%
CIEN vs RRC
+36.3%
+8.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.5% |
| 7D | +15.3% | +6.4% | +8.9% | +15.6% |
| 30D | -22.0% | +23.9% | -45.9% | -18.5% |
| 3M | -36.6% | +30.2% | -66.8% | -33.1% |
| 6M | -51.5% | +26.3% | -77.7% | -48.4% |
| YTD | +20.0% | +48.1% | -28.1% | +32.0% |
| 1Y | +44.5% | +37.7% | +6.8% | +53.1% |
| All | +44.5% | +36.3% | +8.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling