+509.1%
CIEN vs RUN
-80.3%
+589.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -12.8% | -10.8% | -2.0% | -11.6% |
| 3M | -23.1% | -30.2% | +7.1% | -20.0% |
| 6M | +6.1% | -22.3% | +28.4% | +9.1% |
| YTD | +44.5% | -52.2% | +96.7% | +53.8% |
| 1Y | +176.6% | -45.1% | +221.7% | +189.4% |
| 3Y | +601.0% | -37.1% | +638.1% | +532.9% |
| 5Y | +509.1% | -80.3% | +589.4% | +462.8% |
| All | +509.1% | -80.3% | +589.4% | +462.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling