+163.8%
CIEN vs RUN
-47.1%
+210.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.7% |
| 7D | +8.9% | -3.7% | +12.6% | +9.9% |
| 30D | -19.1% | -13.0% | -6.1% | -16.4% |
| 3M | -21.5% | -31.8% | +10.3% | -14.9% |
| 6M | +2.8% | -32.2% | +35.0% | +11.5% |
| YTD | +49.5% | -53.5% | +102.9% | +64.6% |
| 1Y | +163.8% | -46.5% | +210.3% | +181.5% |
| All | +163.8% | -47.1% | +210.9% | +181.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling