+110.1%
CIEN vs FDX
+1,894.0%
-1,783.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -9.3% | +0.5% | -9.8% | -9.5% |
| 30D | -39.5% | +9.5% | -49.0% | -42.5% |
| 3M | -29.8% | -1.3% | -28.5% | -30.0% |
| 6M | -50.4% | +5.5% | -55.9% | -52.5% |
| YTD | +16.3% | +38.9% | -22.5% | -3.4% |
| 1Y | +30.4% | +58.8% | -28.5% | +0.8% |
| 3Y | +516.6% | +71.1% | +445.5% | +337.4% |
| 5Y | +349.8% | +76.3% | +273.5% | +197.9% |
| 10Y | +1,184.7% | +153.4% | +1,031.3% | +513.8% |
| All | +110.1% | +1,894.0% | -1,783.9% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling