+36.3%
CIEN vs RSG
+2,005.0%
-1,968.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | -5.3% | -0.7% | -4.5% | -5.1% |
| 30D | -17.2% | +3.3% | -20.5% | -18.6% |
| 3M | -26.9% | +8.5% | -35.3% | -30.4% |
| 6M | +16.0% | -3.5% | +19.5% | +15.3% |
| YTD | +45.9% | +5.5% | +40.4% | +38.6% |
| 1Y | +186.8% | -1.7% | +188.5% | +179.5% |
| 3Y | +607.8% | +56.9% | +550.9% | +447.5% |
| 5Y | +506.7% | +89.4% | +417.3% | +324.7% |
| 10Y | +1,438.7% | +412.5% | +1,026.2% | +575.4% |
| All | +36.3% | +2,005.0% | -1,968.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling