+20.8%
CIEN vs RY
+40.6%
-19.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +6.8% |
| 7D | -24.1% | -0.9% | -23.2% | -23.2% |
| 30D | -45.5% | +5.9% | -51.3% | -48.6% |
| 3M | -39.7% | -4.3% | -35.5% | -36.4% |
| 6M | -57.8% | +12.1% | -69.9% | -64.6% |
| YTD | +4.1% | +20.3% | -16.2% | -24.5% |
| 1Y | +20.8% | +41.0% | -20.2% | -28.5% |
| All | +20.8% | +40.6% | -19.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling