+404.0%
CIEN vs ROIV
+270.3%
+133.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.2% | -0.7% | +4.4% |
| 7D | -24.1% | +5.3% | -29.4% | -24.7% |
| 30D | -45.5% | +11.9% | -57.4% | -46.4% |
| 3M | -39.7% | +10.7% | -50.4% | -40.8% |
| 6M | -57.8% | +34.9% | -92.7% | -59.8% |
| YTD | +4.1% | +79.2% | -75.1% | -5.0% |
| 1Y | +20.8% | +89.0% | -68.2% | +9.4% |
| 3Y | +463.1% | +337.3% | +125.8% | +359.6% |
| 5Y | +302.3% | +402.3% | -100.0% | +196.5% |
| All | +404.0% | +270.3% | +133.7% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling