+592.2%
CIEN vs ROST
+93.3%
+498.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -4.6% | -2.2% | -2.3% | -3.5% |
| 30D | -12.8% | -11.4% | -1.4% | -7.7% |
| 3M | -23.1% | -1.6% | -21.4% | -23.9% |
| 6M | +6.1% | +6.8% | -0.7% | -0.8% |
| YTD | +44.5% | +25.8% | +18.7% | +21.3% |
| 1Y | +176.6% | +52.4% | +124.2% | +103.7% |
| All | +592.2% | +93.3% | +498.9% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling