+304.6%
CIEN vs FDS
-22.8%
+327.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.7% | +9.1% | +5.2% |
| 7D | -24.1% | -0.5% | -23.6% | -24.1% |
| 30D | -45.5% | +20.2% | -65.7% | -45.2% |
| 3M | -39.7% | +19.9% | -59.6% | -39.5% |
| 6M | -57.8% | +56.2% | -114.0% | -59.3% |
| YTD | +4.1% | +14.6% | -10.5% | +8.3% |
| 1Y | +20.8% | +31.6% | -10.8% | +18.5% |
| 3Y | +463.1% | -23.8% | +487.0% | +584.1% |
| All | +304.6% | -22.8% | +327.3% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling