+3,174.8%
RTX vs CIEN
+177.9%
+2,996.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -5.2% | -15.2% | +10.0% | -3.6% |
| 30D | -9.4% | -21.5% | +12.1% | -7.4% |
| 3M | +12.3% | -40.1% | +52.4% | +17.3% |
| 6M | -3.1% | -6.6% | +3.4% | -4.4% |
| YTD | +10.7% | +37.3% | -26.6% | +4.4% |
| 1Y | +28.4% | +174.5% | -146.1% | +12.2% |
| 3Y | +147.1% | +562.3% | -415.2% | +92.2% |
| 5Y | +167.2% | +463.9% | -296.7% | +108.6% |
| 10Y | +274.7% | +1,302.4% | -1,027.6% | +162.6% |
| All | +3,174.8% | +177.9% | +2,996.9% | +1,866.9% |
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