+1,311.0%
CIEN vs RY
+371.9%
+939.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -15.2% | +3.1% | -18.3% | -17.3% |
| 30D | -21.5% | -0.3% | -21.2% | -21.3% |
| 3M | -40.1% | +8.7% | -48.7% | -43.7% |
| 6M | -6.6% | +28.5% | -35.1% | -22.0% |
| YTD | +37.3% | +25.1% | +12.1% | +16.7% |
| 1Y | +174.5% | +46.3% | +128.3% | +109.9% |
| 3Y | +562.3% | +154.9% | +407.3% | +243.3% |
| 5Y | +463.9% | +140.3% | +323.7% | +202.9% |
| All | +1,311.0% | +371.9% | +939.1% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling