+163.8%
CIEN vs RSG
-1.5%
+165.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +5.5% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | -19.1% | +4.0% | -23.1% | -14.4% |
| 3M | -21.5% | +7.4% | -28.9% | -12.7% |
| 6M | +2.8% | +0.1% | +2.7% | +7.0% |
| YTD | +49.5% | +6.0% | +43.4% | +71.7% |
| 1Y | +163.8% | -3.0% | +166.8% | +198.5% |
| All | +163.8% | -1.5% | +165.3% | +198.5% |
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