+176.6%
CIEN vs RVTY
+43.7%
+132.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.2% |
| 7D | -4.6% | -5.4% | +0.9% | -3.1% |
| 30D | -12.8% | +6.7% | -19.6% | -14.4% |
| 3M | -23.1% | +19.0% | -42.1% | -27.0% |
| 6M | +6.1% | +34.6% | -28.5% | -4.8% |
| YTD | +44.5% | +28.3% | +16.3% | +28.6% |
| 1Y | +176.6% | +46.0% | +130.6% | +138.5% |
| All | +176.6% | +43.7% | +132.9% | +138.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling