+174.5%
CIEN vs RRX
+14.9%
+159.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -15.2% | +3.4% | -18.6% | -17.0% |
| 30D | -21.5% | -11.1% | -10.4% | -15.7% |
| 3M | -40.1% | -23.7% | -16.3% | -30.7% |
| 6M | -6.6% | -22.0% | +15.4% | +5.4% |
| YTD | +37.3% | +16.5% | +20.8% | +27.6% |
| 1Y | +174.5% | +11.5% | +163.0% | +162.9% |
| All | +174.5% | +14.9% | +159.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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