+163.5%
CIEN vs RRX
+1,282.1%
-1,118.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -5.3% | +4.3% | -9.6% | -7.6% |
| 30D | -17.2% | -8.0% | -9.2% | -13.2% |
| 3M | -26.9% | -22.0% | -4.9% | -16.8% |
| 6M | +16.0% | -11.9% | +27.9% | +23.5% |
| YTD | +45.9% | +17.1% | +28.8% | +30.6% |
| 1Y | +186.8% | +14.9% | +171.9% | +158.4% |
| 3Y | +607.8% | +6.9% | +600.9% | +522.5% |
| 5Y | +506.7% | +19.6% | +487.2% | +374.1% |
| 10Y | +1,438.7% | +215.9% | +1,222.8% | +509.8% |
| All | +163.5% | +1,282.1% | -1,118.6% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling