+1,096.6%
CIEN vs FE
+107.4%
+989.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | -24.1% | 0.0% | -24.1% | -24.2% |
| 30D | -45.5% | +5.2% | -50.7% | -46.4% |
| 3M | -39.7% | 0.0% | -39.7% | -39.9% |
| 6M | -57.8% | +5.0% | -62.8% | -58.6% |
| YTD | +4.1% | +7.9% | -3.8% | +1.2% |
| 1Y | +20.8% | +6.3% | +14.5% | +17.9% |
| 3Y | +463.1% | +46.0% | +417.1% | +388.2% |
| 5Y | +302.3% | +45.6% | +256.7% | +245.2% |
| All | +1,096.6% | +107.4% | +989.3% | +835.0% |
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