+48.9%
CIEN vs RSG
+19.5%
+29.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -7.6% |
| 7D | -25.0% | +5.1% | -30.2% | -18.1% |
| 30D | -30.1% | +15.3% | -45.4% | -11.2% |
| 3M | -33.8% | +18.6% | -52.3% | -12.1% |
| 6M | -49.4% | +19.5% | -69.0% | -30.6% |
| YTD | +16.4% | +17.2% | -0.8% | +65.6% |
| 1Y | +48.9% | +19.6% | +29.3% | +120.5% |
| All | +48.9% | +19.5% | +29.3% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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