+1,184.7%
CIEN vs FE
+110.9%
+1,073.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.8% |
| 7D | -9.3% | -0.5% | -8.8% | -9.2% |
| 30D | -39.5% | +4.3% | -43.8% | -40.3% |
| 3M | -29.8% | +0.4% | -30.2% | -30.1% |
| 6M | -50.4% | +6.9% | -57.3% | -51.6% |
| YTD | +16.3% | +8.0% | +8.3% | +13.0% |
| 1Y | +30.4% | +4.8% | +25.5% | +27.7% |
| 3Y | +516.6% | +49.0% | +467.6% | +429.9% |
| 5Y | +349.8% | +46.2% | +303.5% | +284.7% |
| 10Y | +1,184.7% | +120.9% | +1,063.8% | +930.1% |
| All | +1,184.7% | +110.9% | +1,073.8% | +930.1% |
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