+522.6%
CIEN vs ROP
-5.7%
+528.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +10.4% |
| 7D | -5.3% | -1.6% | -3.6% | -5.5% |
| 30D | -40.1% | +29.5% | -69.7% | -36.5% |
| 3M | -34.7% | +17.5% | -52.2% | -31.6% |
| 6M | -50.9% | +38.1% | -88.9% | -48.6% |
| YTD | +15.2% | +7.0% | +8.2% | +32.7% |
| 1Y | +35.2% | +6.5% | +28.6% | +56.0% |
| 3Y | +522.6% | -5.5% | +528.1% | +673.5% |
| All | +522.6% | -5.7% | +528.3% | +673.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling