+48.9%
CIEN vs RVMD
+244.4%
-195.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.1% | -9.5% |
| 7D | -25.0% | +5.8% | -30.9% | -25.4% |
| 30D | -30.1% | -3.8% | -26.3% | -30.0% |
| 3M | -33.8% | +3.2% | -37.0% | -34.1% |
| 6M | -49.4% | +35.0% | -84.5% | -50.4% |
| YTD | +16.4% | +150.7% | -134.3% | +6.9% |
| 1Y | +48.9% | +241.0% | -192.1% | +5.6% |
| All | +48.9% | +244.4% | -195.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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