+2,991.2%
RTX vs CIEN
+110.7%
+2,880.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.8% |
| 7D | -5.1% | -24.1% | +19.0% | -2.7% |
| 30D | +5.1% | -45.5% | +50.6% | +11.0% |
| 3M | -14.8% | -39.7% | +24.9% | -11.5% |
| 6M | +8.0% | -57.8% | +65.8% | +15.4% |
| YTD | +4.5% | +4.1% | +0.4% | +0.4% |
| 1Y | +9.8% | +20.8% | -11.0% | +3.7% |
| 3Y | +144.2% | +463.1% | -319.0% | +91.3% |
| 5Y | +131.4% | +302.3% | -170.9% | +85.3% |
| 10Y | +273.3% | +1,164.4% | -891.1% | +162.3% |
| All | +2,991.2% | +110.7% | +2,880.4% | +1,790.8% |
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