+48.9%
CIEN vs FDS
+31.1%
+17.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -7.6% |
| 7D | -25.0% | +9.4% | -34.5% | -20.7% |
| 30D | -30.1% | +23.8% | -53.9% | -20.7% |
| 3M | -33.8% | +25.1% | -58.9% | -23.5% |
| 6M | -49.4% | +53.8% | -103.2% | -34.1% |
| YTD | +16.4% | +19.6% | -3.1% | +43.1% |
| 1Y | +48.9% | +31.6% | +17.2% | +99.3% |
| All | +48.9% | +31.1% | +17.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling