+592.2%
CIEN vs RVMD
+549.6%
+42.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.6% | -0.7% | -3.8% | -4.5% |
| 30D | -12.8% | +0.3% | -13.2% | -12.9% |
| 3M | -23.1% | +38.9% | -61.9% | -26.1% |
| 6M | +6.1% | +108.1% | -102.0% | -4.0% |
| YTD | +44.5% | +160.7% | -116.2% | +24.5% |
| 1Y | +176.6% | +407.3% | -230.7% | +113.9% |
| All | +592.2% | +549.6% | +42.6% | +389.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling