+1,460.5%
CIEN vs RVTY
+134.6%
+1,325.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | +0.2% |
| 7D | -4.6% | -5.4% | +0.9% | -2.3% |
| 30D | -12.8% | +6.7% | -19.6% | -15.4% |
| 3M | -23.1% | +19.0% | -42.1% | -29.3% |
| 6M | +6.1% | +34.6% | -28.5% | -8.7% |
| YTD | +44.5% | +28.3% | +16.3% | +26.0% |
| 1Y | +176.6% | +46.0% | +130.6% | +126.3% |
| 3Y | +601.0% | +16.9% | +584.1% | +509.8% |
| 5Y | +509.1% | -32.9% | +542.0% | +576.2% |
| 10Y | +1,460.5% | +141.6% | +1,318.9% | +700.8% |
| All | +1,460.5% | +134.6% | +1,325.9% | +700.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling