+1,431.9%
CIEN vs RUN
+43.4%
+1,388.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +5.4% | -3.4% | +8.7% | +5.9% |
| 30D | -13.7% | -14.0% | +0.3% | -11.9% |
| 3M | -23.0% | -27.5% | +4.5% | -19.9% |
| 6M | -0.8% | -29.0% | +28.1% | +3.4% |
| YTD | +43.1% | -53.1% | +96.2% | +54.2% |
| 1Y | +157.6% | -46.7% | +204.4% | +172.1% |
| 3Y | +593.8% | -38.3% | +632.1% | +515.9% |
| 5Y | +520.6% | -80.7% | +601.3% | +505.5% |
| All | +1,431.9% | +43.4% | +1,388.5% | +843.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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