+522.6%
CIEN vs RRC
+51.7%
+470.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.4% | +10.6% |
| 7D | -5.3% | -10.3% | +5.0% | -2.1% |
| 30D | -40.1% | +19.5% | -59.6% | -43.0% |
| 3M | -34.7% | +27.9% | -62.6% | -39.5% |
| 6M | -50.9% | +21.2% | -72.0% | -53.9% |
| YTD | +15.2% | +39.6% | -24.4% | +0.8% |
| 1Y | +35.2% | +31.3% | +3.9% | +20.6% |
| 3Y | +522.6% | +51.9% | +470.6% | +429.0% |
| All | +522.6% | +51.7% | +470.9% | +429.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling