+269.0%
RTX vs CIEN
+1,306.4%
-1,037.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -0.7% |
| 7D | +1.4% | +8.7% | -7.3% | 0.0% |
| 30D | +7.8% | -26.9% | +34.7% | +11.8% |
| 3M | -9.8% | -23.6% | +13.8% | -8.1% |
| 6M | +13.5% | -49.1% | +62.6% | +21.8% |
| YTD | +10.9% | +26.6% | -15.6% | -1.2% |
| 1Y | +14.0% | +42.7% | -28.7% | -1.3% |
| 3Y | +159.9% | +570.8% | -410.9% | +54.4% |
| 5Y | +151.7% | +386.4% | -234.8% | +56.1% |
| 10Y | +269.0% | +1,261.7% | -992.7% | +87.1% |
| All | +269.0% | +1,306.4% | -1,037.4% | +87.1% |
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 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