+167.1%
RTX vs CIEN
+514.2%
-347.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.5% |
| 7D | -3.1% | -5.3% | +2.2% | -2.7% |
| 30D | -10.6% | -17.2% | +6.7% | -9.4% |
| 3M | +11.6% | -26.9% | +38.5% | +13.9% |
| 6M | -4.5% | +16.0% | -20.5% | -8.6% |
| YTD | +9.6% | +45.9% | -36.4% | +1.7% |
| 1Y | +30.8% | +186.8% | -156.0% | +11.7% |
| 3Y | +152.8% | +607.8% | -454.9% | +85.5% |
| 5Y | +167.1% | +506.7% | -339.6% | +101.5% |
| All | +167.1% | +514.2% | -347.1% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling