+355.8%
CIEN vs RVTY
-15.1%
+370.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.9% |
| 7D | +15.3% | -0.5% | +15.7% | +15.6% |
| 30D | -22.0% | +1.5% | -23.5% | -21.8% |
| 3M | -36.6% | +31.5% | -68.1% | -43.0% |
| 6M | -51.5% | +62.7% | -114.1% | -60.3% |
| YTD | +20.0% | +60.0% | -40.0% | -2.8% |
| 1Y | +44.5% | +65.7% | -21.3% | +15.2% |
| 3Y | +539.0% | +85.2% | +453.8% | +368.5% |
| All | +355.8% | -15.1% | +370.9% | +354.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling