+147.9%
CIEN vs FDS
+8,782.6%
-8,634.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.9% |
| 7D | -15.2% | -1.9% | -13.3% | -14.5% |
| 30D | -21.5% | +9.0% | -30.5% | -25.5% |
| 3M | -40.1% | +18.9% | -58.9% | -47.7% |
| 6M | -6.6% | +35.1% | -41.7% | -27.1% |
| YTD | +37.3% | +5.5% | +31.8% | +19.4% |
| 1Y | +174.5% | -16.8% | +191.4% | +166.8% |
| 3Y | +562.3% | -28.1% | +590.3% | +585.8% |
| 5Y | +463.9% | -17.4% | +481.4% | +428.1% |
| 10Y | +1,302.4% | +85.4% | +1,216.9% | +681.7% |
| All | +147.9% | +8,782.6% | -8,634.7% | -77.4% |
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