+61.0%
RSP vs CIEN
+454.9%
-393.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -0.8% |
| 7D | -1.0% | -24.1% | +23.1% | +1.0% |
| 30D | +2.6% | -45.5% | +48.1% | +7.3% |
| 3M | -0.8% | -39.7% | +38.9% | +2.5% |
| 6M | +6.3% | -57.8% | +64.1% | +13.0% |
| YTD | +14.1% | +4.1% | +10.1% | +7.6% |
| 1Y | +18.0% | +20.8% | -2.8% | +8.6% |
| 3Y | +61.0% | +463.1% | -402.1% | +6.2% |
| All | +61.0% | +454.9% | -393.9% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling