+128.6%
CIEN vs RRC
+319.4%
-190.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.5% |
| 7D | +8.7% | -0.5% | +9.2% | +8.9% |
| 30D | -26.9% | +25.2% | -52.1% | -30.5% |
| 3M | -23.6% | +27.8% | -51.4% | -27.9% |
| 6M | -49.1% | +27.2% | -76.3% | -52.2% |
| YTD | +26.6% | +48.2% | -21.6% | +14.5% |
| 1Y | +42.7% | +34.7% | +8.0% | +31.4% |
| 3Y | +570.8% | +62.2% | +508.6% | +490.2% |
| 5Y | +386.4% | +130.9% | +255.5% | +274.1% |
| 10Y | +1,261.7% | +73.4% | +1,188.3% | +799.3% |
| All | +128.6% | +319.4% | -190.8% | +11.2% |
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 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