+539.0%
CIEN vs RUN
-7.3%
+546.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.7% |
| 7D | +15.3% | -13.5% | +28.8% | +16.8% |
| 30D | -22.0% | +18.3% | -40.3% | -24.0% |
| 3M | -36.6% | -12.5% | -24.2% | -36.2% |
| 6M | -51.5% | -40.3% | -11.1% | -49.3% |
| YTD | +20.0% | -53.1% | +73.1% | +25.8% |
| 1Y | +44.5% | -54.3% | +98.7% | +51.7% |
| 3Y | +539.0% | -6.5% | +545.5% | +416.1% |
| All | +539.0% | -7.3% | +546.3% | +416.1% |
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