+51.5%
RSP vs CIEN
+514.2%
-462.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.4% | -1.9% |
| 7D | -0.4% | -5.3% | +4.9% | +0.2% |
| 30D | -1.5% | -17.2% | +15.7% | +0.6% |
| 3M | +4.8% | -26.9% | +31.7% | +8.3% |
| 6M | +10.3% | +16.0% | -5.7% | +3.9% |
| YTD | +14.1% | +45.9% | -31.9% | +2.2% |
| 1Y | +17.0% | +186.8% | -169.8% | -8.7% |
| 3Y | +54.2% | +607.8% | -553.6% | -7.1% |
| 5Y | +51.5% | +506.7% | -455.2% | -6.1% |
| All | +51.5% | +514.2% | -462.7% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling