+1,500.5%
CIEN vs FANG
+182.5%
+1,318.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +8.9% | +2.9% | +6.0% | +8.4% |
| 30D | -19.1% | +2.6% | -21.7% | -19.5% |
| 3M | -21.5% | +7.6% | -29.1% | -22.7% |
| 6M | +2.8% | +17.3% | -14.5% | -0.6% |
| YTD | +49.5% | +38.7% | +10.8% | +39.8% |
| 1Y | +163.8% | +51.6% | +112.2% | +142.3% |
| 3Y | +615.8% | +50.0% | +565.9% | +553.4% |
| 5Y | +548.4% | +237.6% | +310.8% | +410.8% |
| All | +1,500.5% | +182.5% | +1,318.0% | +1,089.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling