+470.7%
CIEN vs ROP
-11.7%
+482.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.8% |
| 7D | -15.2% | -4.4% | -10.7% | -14.5% |
| 30D | -21.5% | +3.2% | -24.7% | -22.2% |
| 3M | -40.1% | +23.1% | -63.1% | -44.3% |
| 6M | -6.6% | +13.3% | -19.9% | -11.3% |
| YTD | +37.3% | -7.9% | +45.1% | +44.5% |
| 1Y | +174.5% | -22.1% | +196.6% | +219.3% |
| 3Y | +562.3% | -16.8% | +579.1% | +633.2% |
| All | +470.7% | -11.7% | +482.3% | +472.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling