+1,143.3%
RSP vs CIEN
+661.9%
+481.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.7% | -8.4% | +0.3% |
| 7D | +0.4% | -5.3% | +5.7% | +1.0% |
| 30D | +3.7% | -40.1% | +43.8% | +12.7% |
| 3M | +0.8% | -34.7% | +35.5% | +6.5% |
| 6M | +9.1% | -50.9% | +59.9% | +19.8% |
| YTD | +16.7% | +15.2% | +1.6% | +5.8% |
| 1Y | +19.7% | +35.2% | -15.5% | +4.4% |
| 3Y | +66.7% | +522.6% | -455.9% | +1.4% |
| 5Y | +48.7% | +344.2% | -295.5% | -5.2% |
| 10Y | +215.6% | +1,188.7% | -973.1% | +55.2% |
| All | +1,143.3% | +661.9% | +481.4% | +379.6% |
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