+378.7%
CIEN vs RY
+125.1%
+253.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +27.4% | -0.5% | +27.9% | +28.0% |
| 30D | -26.6% | +4.7% | -31.3% | -29.1% |
| 3M | -32.0% | -4.5% | -27.5% | -29.5% |
| 6M | -49.1% | +12.5% | -61.6% | -53.8% |
| YTD | +25.7% | +21.1% | +4.6% | +7.8% |
| 1Y | +40.3% | +38.6% | +1.7% | +9.3% |
| 3Y | +566.2% | +160.2% | +406.0% | +229.9% |
| 5Y | +378.7% | +124.7% | +254.0% | +173.2% |
| All | +378.7% | +125.1% | +253.6% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling