+128.6%
CIEN vs FDS
+9,751.0%
-9,622.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +7.5% |
| 7D | +8.7% | -2.1% | +10.9% | +9.9% |
| 30D | -26.9% | +16.0% | -42.9% | -33.2% |
| 3M | -23.6% | +18.8% | -42.4% | -32.7% |
| 6M | -49.1% | +54.1% | -103.2% | -63.1% |
| YTD | +26.6% | +17.0% | +9.6% | +1.5% |
| 1Y | +42.7% | +25.5% | +17.2% | +9.2% |
| 3Y | +570.8% | -23.3% | +594.1% | +555.5% |
| 5Y | +386.4% | -22.6% | +409.1% | +363.8% |
| 10Y | +1,261.7% | +130.2% | +1,131.5% | +556.4% |
| All | +128.6% | +9,751.0% | -9,622.4% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling