+506.7%
CIEN vs RRC
+153.5%
+353.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -17.2% | +9.4% | -26.7% | -18.8% |
| 3M | -26.9% | +7.4% | -34.3% | -28.2% |
| 6M | +16.0% | +1.5% | +14.6% | +14.9% |
| YTD | +45.9% | +19.4% | +26.5% | +39.4% |
| 1Y | +186.8% | +24.2% | +162.6% | +170.3% |
| 3Y | +607.8% | +32.8% | +575.0% | +562.3% |
| 5Y | +506.7% | +152.9% | +353.8% | +410.8% |
| All | +506.7% | +153.5% | +353.2% | +410.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling