+116.6%
CIEN vs ROST
+21,873.5%
-21,756.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.2% | -3.7% |
| 7D | +15.3% | +0.3% | +15.0% | +15.3% |
| 30D | -22.0% | +0.5% | -22.5% | -22.3% |
| 3M | -36.6% | -5.2% | -31.4% | -35.8% |
| 6M | -51.5% | +9.8% | -61.3% | -54.0% |
| YTD | +20.0% | +29.4% | -9.4% | +6.9% |
| 1Y | +44.5% | +44.4% | +0.1% | +23.4% |
| 3Y | +539.0% | +95.0% | +444.0% | +387.0% |
| 5Y | +356.8% | +111.9% | +245.0% | +228.3% |
| 10Y | +1,190.4% | +301.2% | +889.2% | +575.9% |
| All | +116.6% | +21,873.5% | -21,756.8% | -64.3% |
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