+607.8%
CIEN vs FDS
-30.4%
+638.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.3% | +10.6% | +5.4% |
| 7D | -5.3% | -5.4% | +0.1% | -6.2% |
| 30D | -17.2% | +1.6% | -18.8% | -16.8% |
| 3M | -26.9% | +17.7% | -44.6% | -24.1% |
| 6M | +16.0% | +29.1% | -13.0% | +21.2% |
| YTD | +45.9% | +1.0% | +45.0% | +58.5% |
| 1Y | +186.8% | -21.6% | +208.4% | +238.4% |
| 3Y | +607.8% | -30.1% | +637.9% | +753.2% |
| All | +607.8% | -30.4% | +638.2% | +753.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling