+110.1%
CIEN vs ROL
+5,026.4%
-4,916.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -9.3% | +3.4% | -12.7% | -11.2% |
| 30D | -39.5% | +20.8% | -60.3% | -46.4% |
| 3M | -29.8% | +3.7% | -33.5% | -33.0% |
| 6M | -50.4% | -27.7% | -22.7% | -43.1% |
| YTD | +16.3% | -34.9% | +51.3% | +40.0% |
| 1Y | +30.4% | -33.3% | +63.7% | +54.4% |
| 3Y | +516.6% | +4.3% | +512.3% | +437.8% |
| 5Y | +349.8% | +15.0% | +334.8% | +253.4% |
| 10Y | +1,184.7% | +214.7% | +970.0% | +380.0% |
| All | +110.1% | +5,026.4% | -4,916.3% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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