+48.9%
CIEN vs ROIV
+97.8%
-49.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.1% | -15.4% | -11.6% |
| 7D | -25.0% | +3.0% | -28.1% | -25.9% |
| 30D | -30.1% | +6.8% | -37.0% | -32.0% |
| 3M | -33.8% | +10.5% | -44.3% | -37.2% |
| 6M | -49.4% | +34.8% | -84.2% | -55.5% |
| YTD | +16.4% | +76.2% | -59.8% | -9.4% |
| 1Y | +48.9% | +92.4% | -43.5% | +5.8% |
| All | +48.9% | +97.8% | -49.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling