+1,261.7%
CIEN vs RVTY
+219.6%
+1,042.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +8.7% | -0.7% | +9.5% | +9.6% |
| 30D | -26.9% | +1.7% | -28.6% | -26.8% |
| 3M | -23.6% | +36.8% | -60.4% | -33.2% |
| 6M | -49.1% | +60.1% | -109.2% | -58.9% |
| YTD | +26.6% | +64.0% | -37.4% | -0.4% |
| 1Y | +42.7% | +68.2% | -25.5% | +10.9% |
| 3Y | +570.8% | +88.8% | +482.1% | +375.5% |
| 5Y | +386.4% | -10.5% | +397.0% | +377.2% |
| 10Y | +1,261.7% | +219.7% | +1,042.0% | +537.1% |
| All | +1,261.7% | +219.6% | +1,042.2% | +537.1% |
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