+147.9%
CIEN vs RVTY
+1,532.1%
-1,384.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -15.2% | +1.1% | -16.3% | -15.7% |
| 30D | -21.5% | +13.2% | -34.7% | -26.4% |
| 3M | -40.1% | +27.2% | -67.3% | -47.6% |
| 6M | -6.6% | +32.4% | -39.0% | -20.8% |
| YTD | +37.3% | +34.9% | +2.4% | +14.1% |
| 1Y | +174.5% | +52.4% | +122.2% | +113.0% |
| 3Y | +562.3% | +12.3% | +550.0% | +474.3% |
| 5Y | +463.9% | -30.8% | +494.8% | +513.3% |
| 10Y | +1,302.4% | +150.7% | +1,151.7% | +620.0% |
| All | +147.9% | +1,532.1% | -1,384.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling