+174.5%
CIEN vs RVMD
+430.6%
-256.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -15.2% | +1.0% | -16.2% | -15.3% |
| 30D | -21.5% | +6.4% | -27.9% | -21.9% |
| 3M | -40.1% | +34.9% | -75.0% | -41.3% |
| 6M | -6.6% | +107.6% | -114.1% | -9.9% |
| YTD | +37.3% | +163.7% | -126.4% | +26.3% |
| 1Y | +174.5% | +439.2% | -264.7% | +134.3% |
| All | +174.5% | +430.6% | -256.1% | +134.3% |
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