+110.1%
CIEN vs ROP
+5,570.0%
-5,459.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -9.3% | +0.2% | -9.5% | -9.9% |
| 30D | -39.5% | +30.3% | -69.8% | -49.6% |
| 3M | -29.8% | +17.8% | -47.6% | -38.6% |
| 6M | -50.4% | +38.9% | -89.3% | -62.1% |
| YTD | +16.3% | +7.6% | +8.7% | +1.1% |
| 1Y | +30.4% | +6.5% | +23.9% | +13.9% |
| 3Y | +516.6% | -6.3% | +522.9% | +477.3% |
| 5Y | +349.8% | +0.9% | +348.8% | +297.7% |
| 10Y | +1,184.7% | +180.7% | +1,004.0% | +466.1% |
| All | +110.1% | +5,570.0% | -5,459.9% | -77.7% |
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