+565.7%
CIEN vs RVTY
+19.5%
+546.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | +1.1% | -16.3% | -15.5% |
| 30D | -21.5% | +13.2% | -34.7% | -24.8% |
| 3M | -40.1% | +27.2% | -67.3% | -45.3% |
| 6M | -6.6% | +32.4% | -39.0% | -16.6% |
| YTD | +37.3% | +34.9% | +2.4% | +20.4% |
| 1Y | +174.5% | +52.4% | +122.2% | +129.3% |
| All | +565.7% | +19.5% | +546.2% | +489.0% |
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