+174.5%
CIEN vs FE
+11.4%
+163.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.0% |
| 7D | -15.2% | +1.9% | -17.1% | -15.0% |
| 30D | -21.5% | -1.2% | -20.3% | -21.4% |
| 3M | -40.1% | +3.5% | -43.6% | -40.3% |
| 6M | -6.6% | -6.1% | -0.5% | -4.4% |
| YTD | +37.3% | +7.6% | +29.6% | +39.2% |
| 1Y | +174.5% | +11.9% | +162.6% | +185.9% |
| All | +174.5% | +11.4% | +163.1% | +185.9% |
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