+267.4%
RTX vs CIEN
+1,159.7%
-892.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.8% |
| 7D | +4.8% | +15.3% | -10.5% | +2.6% |
| 30D | +6.5% | -22.0% | +28.5% | +9.4% |
| 3M | -9.6% | -36.6% | +27.0% | -5.2% |
| 6M | +12.3% | -51.5% | +63.8% | +21.3% |
| YTD | +9.5% | +20.0% | -10.5% | -1.9% |
| 1Y | +15.8% | +44.5% | -28.6% | -0.2% |
| 3Y | +157.0% | +539.0% | -382.0% | +53.4% |
| 5Y | +148.8% | +356.8% | -208.0% | +55.7% |
| All | +267.4% | +1,159.7% | -892.3% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling