+355.8%
CIEN vs RVMD
+425.4%
-69.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | +15.3% | -10.4% | +25.7% | +17.1% |
| 30D | -22.0% | -11.0% | -11.0% | -20.5% |
| 3M | -36.6% | -14.7% | -21.9% | -35.2% |
| 6M | -51.5% | +14.9% | -66.4% | -52.4% |
| YTD | +20.0% | +116.3% | -96.4% | +4.9% |
| 1Y | +44.5% | +167.6% | -123.2% | +22.1% |
| 3Y | +539.0% | +776.8% | -237.8% | +350.4% |
| All | +355.8% | +425.4% | -69.6% | +195.5% |
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