+29.0%
CIEN vs ROIV
+101.7%
-72.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +8.7% |
| 7D | -5.3% | +13.3% | -18.6% | -9.8% |
| 30D | -40.1% | +14.8% | -54.9% | -43.1% |
| 3M | -34.7% | +11.9% | -46.6% | -38.1% |
| 6M | -50.9% | +42.4% | -93.3% | -57.5% |
| YTD | +15.2% | +87.4% | -72.3% | -11.4% |
| All | +29.0% | +101.7% | -72.7% | -4.1% |
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