+569.7%
CIEN vs RVTY
+88.5%
+481.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +27.4% | +4.1% | +23.3% | +25.5% |
| 30D | -26.6% | +1.3% | -27.9% | -26.3% |
| 3M | -32.0% | +33.3% | -65.2% | -38.6% |
| 6M | -49.1% | +58.3% | -107.4% | -57.2% |
| YTD | +25.7% | +62.7% | -37.0% | +2.6% |
| 1Y | +40.3% | +67.2% | -26.9% | +13.2% |
| All | +569.7% | +88.5% | +481.1% | +369.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling