+1,184.7%
CIEN vs FDS
+127.5%
+1,057.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -9.3% | -2.0% | -7.3% | -9.1% |
| 30D | -39.5% | +13.5% | -53.0% | -41.7% |
| 3M | -29.8% | +15.2% | -45.0% | -33.3% |
| 6M | -50.4% | +47.0% | -97.4% | -57.7% |
| YTD | +16.3% | +13.9% | +2.5% | +7.4% |
| 1Y | +30.4% | +25.2% | +5.2% | +14.2% |
| 3Y | +516.6% | -25.3% | +541.9% | +582.8% |
| 5Y | +349.8% | -23.3% | +373.1% | +380.4% |
| 10Y | +1,184.7% | +126.0% | +1,058.7% | +621.5% |
| All | +1,184.7% | +127.5% | +1,057.2% | +621.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling