+543.5%
CIEN vs RVMD
+576.1%
-32.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | -3.0% | +11.9% | +9.3% |
| 30D | -19.1% | -0.7% | -18.4% | -19.1% |
| 3M | -21.5% | +36.5% | -58.0% | -24.8% |
| 6M | +2.8% | +104.6% | -101.8% | -8.2% |
| YTD | +49.5% | +155.8% | -106.4% | +27.3% |
| 1Y | +163.8% | +340.7% | -176.9% | +106.2% |
| 3Y | +615.8% | +519.9% | +95.9% | +416.0% |
| All | +543.5% | +576.1% | -32.6% | +321.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling