+1,500.5%
CIEN vs RSG
+428.9%
+1,071.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.2% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | -19.1% | +4.0% | -23.1% | -20.4% |
| 3M | -21.5% | +7.4% | -28.9% | -24.5% |
| 6M | +2.8% | +0.1% | +2.7% | +1.2% |
| YTD | +49.5% | +6.0% | +43.4% | +42.1% |
| 1Y | +163.8% | -3.0% | +166.8% | +161.0% |
| 3Y | +615.8% | +56.5% | +559.3% | +426.3% |
| 5Y | +548.4% | +90.9% | +457.5% | +312.2% |
| All | +1,500.5% | +428.9% | +1,071.5% | +377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling