+48.9%
CIEN vs FE
+6.1%
+42.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -25.0% | +1.7% | -26.7% | -24.7% |
| 30D | -30.1% | +8.1% | -38.3% | -29.5% |
| 3M | -33.8% | -1.3% | -32.5% | -33.7% |
| 6M | -49.4% | +2.9% | -52.4% | -49.6% |
| YTD | +16.4% | +8.6% | +7.9% | +15.2% |
| 1Y | +48.9% | +6.3% | +42.5% | +51.0% |
| All | +48.9% | +6.1% | +42.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling