+607.8%
CIEN vs RUN
-35.6%
+643.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +5.9% |
| 7D | -5.3% | +10.2% | -15.4% | -6.3% |
| 30D | -17.2% | -9.6% | -7.6% | -16.4% |
| 3M | -26.9% | -31.5% | +4.6% | -24.1% |
| 6M | +16.0% | -18.7% | +34.7% | +18.5% |
| YTD | +45.9% | -49.9% | +95.8% | +53.1% |
| 1Y | +186.8% | -45.5% | +232.3% | +198.3% |
| 3Y | +607.8% | -34.1% | +641.9% | +544.2% |
| All | +607.8% | -35.6% | +643.3% | +544.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling