+688.0%
CIEN vs RVMD
+634.9%
+53.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.5% |
| 7D | -5.3% | -1.2% | -4.1% | -5.1% |
| 30D | -17.2% | +1.1% | -18.3% | -17.4% |
| 3M | -26.9% | +39.6% | -66.5% | -30.1% |
| 6M | +16.0% | +110.7% | -94.7% | +3.5% |
| YTD | +45.9% | +160.3% | -114.4% | +24.9% |
| 1Y | +186.8% | +404.9% | -218.1% | +122.4% |
| 3Y | +607.8% | +545.5% | +62.3% | +414.7% |
| 5Y | +506.7% | +584.7% | -77.9% | +311.7% |
| All | +688.0% | +634.9% | +53.1% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling