+386.4%
CIEN vs ROST
+118.3%
+268.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.4% |
| 7D | +8.7% | -1.8% | +10.6% | +9.9% |
| 30D | -26.9% | +6.8% | -33.7% | -29.1% |
| 3M | -23.6% | -4.0% | -19.6% | -22.8% |
| 6M | -49.1% | +12.9% | -62.0% | -52.9% |
| YTD | +26.6% | +34.7% | -8.2% | +7.4% |
| 1Y | +42.7% | +49.5% | -6.8% | +15.0% |
| 3Y | +570.8% | +101.5% | +469.4% | +369.3% |
| 5Y | +386.4% | +120.7% | +265.7% | +206.7% |
| All | +386.4% | +118.3% | +268.2% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling