+283.9%
RTX vs CIEN
+1,418.4%
-1,134.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | -11.6% | -12.8% | +1.3% | -10.1% |
| 3M | +9.2% | -23.1% | +32.2% | +12.2% |
| 6M | -4.4% | +6.1% | -10.5% | -9.2% |
| YTD | +8.9% | +44.5% | -35.6% | -3.4% |
| 1Y | +32.1% | +176.6% | -144.5% | +2.5% |
| 3Y | +151.2% | +601.0% | -449.7% | +51.6% |
| 5Y | +162.9% | +509.1% | -346.2% | +58.0% |
| 10Y | +283.9% | +1,460.5% | -1,176.5% | +89.6% |
| All | +283.9% | +1,418.4% | -1,134.5% | +89.6% |
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 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