+1,201.2%
CIEN vs RUN
-31.9%
+1,233.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -15.2% | +1.3% | -16.4% | -15.3% |
| 30D | -21.5% | -15.3% | -6.2% | -19.9% |
| 3M | -40.1% | -40.0% | -0.1% | -36.3% |
| 6M | -6.6% | -27.0% | +20.4% | -3.2% |
| YTD | +37.3% | -51.7% | +88.9% | +46.7% |
| 1Y | +174.5% | -45.9% | +220.4% | +187.9% |
| 3Y | +562.3% | -43.8% | +606.0% | +504.0% |
| 5Y | +463.9% | -80.5% | +544.4% | +450.3% |
| 10Y | +1,302.4% | +45.3% | +1,257.1% | +900.7% |
| All | +1,201.2% | -31.9% | +1,233.1% | +858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling