+1,460.5%
CIEN vs FDS
+72.8%
+1,387.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.1% |
| 7D | -4.6% | -8.8% | +4.2% | -2.5% |
| 30D | -12.8% | -1.4% | -11.4% | -13.0% |
| 3M | -23.1% | +13.9% | -36.9% | -27.8% |
| 6M | +6.1% | +27.4% | -21.3% | -7.1% |
| YTD | +44.5% | -2.5% | +47.0% | +40.0% |
| 1Y | +176.6% | -23.8% | +200.4% | +197.9% |
| 3Y | +601.0% | -32.5% | +633.4% | +689.2% |
| 5Y | +509.1% | -23.2% | +532.3% | +524.6% |
| 10Y | +1,460.5% | +76.4% | +1,384.1% | +860.7% |
| All | +1,460.5% | +72.8% | +1,387.6% | +860.7% |
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