+1,096.6%
CIEN vs RY
+360.6%
+736.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +6.4% |
| 7D | -24.1% | -0.9% | -23.2% | -23.7% |
| 30D | -45.5% | +5.9% | -51.3% | -47.7% |
| 3M | -39.7% | -4.3% | -35.5% | -37.8% |
| 6M | -57.8% | +12.1% | -69.9% | -61.3% |
| YTD | +4.1% | +20.3% | -16.2% | -8.9% |
| 1Y | +20.8% | +41.0% | -20.2% | -5.1% |
| 3Y | +463.1% | +157.5% | +305.6% | +191.4% |
| 5Y | +302.3% | +123.2% | +179.1% | +128.1% |
| All | +1,096.6% | +360.6% | +736.0% | +313.3% |
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