+147.9%
CIEN vs ROST
+21,737.4%
-21,589.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | +0.9% | -16.1% | -15.5% |
| 30D | -21.5% | -8.9% | -12.6% | -18.9% |
| 3M | -40.1% | -0.8% | -39.2% | -40.5% |
| 6M | -6.6% | +8.5% | -15.0% | -10.4% |
| YTD | +37.3% | +28.6% | +8.7% | +23.2% |
| 1Y | +174.5% | +52.3% | +122.2% | +130.8% |
| 3Y | +562.3% | +94.8% | +467.4% | +407.4% |
| 5Y | +463.9% | +110.8% | +353.2% | +307.4% |
| 10Y | +1,302.4% | +304.5% | +997.8% | +636.3% |
| All | +147.9% | +21,737.4% | -21,589.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling