+1,115.8%
RSP vs CIEN
+588.5%
+527.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -1.4% |
| 7D | -1.0% | -24.1% | +23.1% | +3.6% |
| 30D | +2.6% | -45.5% | +48.1% | +13.5% |
| 3M | -0.8% | -39.7% | +38.9% | +6.5% |
| 6M | +6.3% | -57.8% | +64.1% | +20.2% |
| YTD | +14.1% | +4.1% | +10.1% | +5.5% |
| 1Y | +18.0% | +20.8% | -2.8% | +5.2% |
| 3Y | +61.0% | +463.1% | -402.1% | -0.1% |
| 5Y | +45.6% | +302.3% | -256.7% | -5.4% |
| 10Y | +220.2% | +1,164.4% | -944.2% | +58.0% |
| All | +1,115.8% | +588.5% | +527.2% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling