+1,431.9%
CIEN vs FE
+114.8%
+1,317.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +5.4% | -1.7% | +7.1% | +5.9% |
| 30D | -13.7% | -1.3% | -12.4% | -13.5% |
| 3M | -23.0% | +0.6% | -23.6% | -23.4% |
| 6M | -0.8% | -6.8% | +6.0% | +0.7% |
| YTD | +43.1% | +6.4% | +36.6% | +39.9% |
| 1Y | +157.6% | +11.3% | +146.4% | +148.3% |
| 3Y | +593.8% | +47.1% | +546.8% | +499.3% |
| 5Y | +520.6% | +50.4% | +470.2% | +426.6% |
| All | +1,431.9% | +114.8% | +1,317.1% | +1,115.6% |
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