+108.0%
CIEN vs ROP
+5,536.2%
-5,428.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.3% |
| 7D | -5.3% | -1.6% | -3.6% | -4.9% |
| 30D | -40.1% | +29.5% | -69.7% | -49.9% |
| 3M | -34.7% | +17.5% | -52.2% | -42.8% |
| 6M | -50.9% | +38.1% | -88.9% | -62.4% |
| YTD | +15.2% | +7.0% | +8.2% | +0.4% |
| 1Y | +35.2% | +6.5% | +28.6% | +18.1% |
| 3Y | +522.6% | -5.5% | +528.1% | +479.6% |
| 5Y | +344.2% | -0.4% | +344.6% | +295.9% |
| 10Y | +1,188.7% | +183.6% | +1,005.1% | +463.9% |
| All | +108.0% | +5,536.2% | -5,428.2% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling