+147.9%
CIEN vs RRC
+238.9%
-91.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -15.2% | +1.3% | -16.5% | -15.5% |
| 30D | -21.5% | +10.1% | -31.6% | -23.3% |
| 3M | -40.1% | +4.0% | -44.1% | -40.9% |
| 6M | -6.6% | +1.6% | -8.2% | -7.8% |
| YTD | +37.3% | +19.7% | +17.5% | +30.4% |
| 1Y | +174.5% | +21.4% | +153.1% | +158.9% |
| 3Y | +562.3% | +29.7% | +532.6% | +511.7% |
| 5Y | +463.9% | +153.9% | +310.1% | +322.3% |
| 10Y | +1,302.4% | +10.8% | +1,291.5% | +928.6% |
| All | +147.9% | +238.9% | -91.0% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling