+1,261.7%
CIEN vs FE
+120.9%
+1,140.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +8.7% | -0.4% | +9.1% | +8.9% |
| 30D | -26.9% | +3.6% | -30.5% | -27.8% |
| 3M | -23.6% | +0.3% | -23.9% | -23.9% |
| 6M | -49.1% | +6.4% | -55.5% | -50.3% |
| YTD | +26.6% | +8.1% | +18.5% | +23.0% |
| 1Y | +42.7% | +4.6% | +38.1% | +39.9% |
| 3Y | +570.8% | +49.1% | +521.7% | +476.3% |
| 5Y | +386.4% | +46.1% | +340.3% | +316.2% |
| 10Y | +1,261.7% | +122.7% | +1,139.0% | +980.0% |
| All | +1,261.7% | +120.9% | +1,140.8% | +980.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling