+513.0%
CIEN vs ROIV
+298.6%
+214.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.5% |
| 7D | +8.7% | +9.5% | -0.7% | +7.3% |
| 30D | -26.9% | +21.0% | -47.9% | -29.1% |
| 3M | -23.6% | +18.7% | -42.3% | -25.8% |
| 6M | -49.1% | +44.5% | -93.6% | -52.1% |
| YTD | +26.6% | +92.9% | -66.3% | +14.2% |
| 1Y | +42.7% | +100.2% | -57.5% | +28.0% |
| 3Y | +570.8% | +375.0% | +195.8% | +440.9% |
| 5Y | +386.4% | +435.2% | -48.7% | +254.3% |
| All | +513.0% | +298.6% | +214.5% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling