+203.4%
RSP vs CIEN
+1,461.9%
-1,258.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -3.1% | +5.4% | -8.5% | -4.1% |
| 30D | -3.4% | -13.7% | +10.3% | -1.4% |
| 3M | +3.6% | -23.0% | +26.6% | +7.0% |
| 6M | +9.0% | -0.8% | +9.8% | +4.8% |
| YTD | +12.2% | +43.1% | -30.9% | -1.4% |
| 1Y | +15.6% | +157.6% | -142.1% | -11.8% |
| 3Y | +51.6% | +593.8% | -542.2% | -13.7% |
| 5Y | +50.4% | +520.6% | -470.2% | -14.6% |
| All | +203.4% | +1,461.9% | -1,258.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CIEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling