+30.4%
CIEN vs FDS
+26.7%
+3.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +0.9% |
| 7D | -9.3% | -2.0% | -7.3% | -10.1% |
| 30D | -39.5% | +13.5% | -53.0% | -34.6% |
| 3M | -29.8% | +15.2% | -45.0% | -22.4% |
| 6M | -50.4% | +47.0% | -97.4% | -37.3% |
| YTD | +16.3% | +13.9% | +2.5% | +40.0% |
| 1Y | +30.4% | +25.2% | +5.2% | +66.7% |
| All | +30.4% | +26.7% | +3.7% | +66.7% |
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 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