+48.9%
CIEN vs ROST
+54.7%
-5.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.1% | -15.4% | -8.9% |
| 7D | -25.0% | +7.8% | -32.8% | -24.7% |
| 30D | -30.1% | +8.6% | -38.7% | -29.9% |
| 3M | -33.8% | -1.9% | -31.9% | -32.7% |
| 6M | -49.4% | +9.1% | -58.6% | -50.3% |
| YTD | +16.4% | +37.2% | -20.8% | +5.7% |
| 1Y | +48.9% | +52.7% | -3.9% | +33.8% |
| All | +48.9% | +54.7% | -5.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling