+174.5%
CIEN vs RSG
-3.6%
+178.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | -0.3% |
| 7D | -15.2% | +0.3% | -15.4% | -14.6% |
| 30D | -21.5% | +7.6% | -29.1% | -13.3% |
| 3M | -40.1% | +7.4% | -47.5% | -33.2% |
| 6M | -6.6% | -3.3% | -3.3% | -6.1% |
| YTD | +37.3% | +6.0% | +31.3% | +56.8% |
| 1Y | +174.5% | -3.7% | +178.2% | +214.3% |
| All | +174.5% | -3.6% | +178.1% | +214.3% |
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