+506.7%
CIEN vs FDX
+63.0%
+443.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.3% |
| 7D | -5.3% | -3.3% | -2.0% | -4.3% |
| 30D | -17.2% | -1.4% | -15.8% | -17.0% |
| 3M | -26.9% | -4.5% | -22.4% | -25.9% |
| 6M | +16.0% | +9.4% | +6.6% | +11.2% |
| YTD | +45.9% | +36.0% | +9.9% | +29.3% |
| 1Y | +186.8% | +75.5% | +111.3% | +131.9% |
| 3Y | +607.8% | +62.8% | +545.0% | +467.2% |
| 5Y | +506.7% | +64.4% | +442.3% | +355.8% |
| All | +506.7% | +63.0% | +443.7% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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