+463.1%
CIEN vs FE
+42.7%
+420.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.2% |
| 7D | -24.1% | -1.0% | -23.1% | -24.2% |
| 30D | -45.5% | +4.1% | -49.6% | -45.1% |
| 3M | -39.7% | -1.0% | -38.7% | -39.7% |
| 6M | -57.8% | +4.0% | -61.8% | -57.6% |
| YTD | +4.1% | +6.8% | -2.8% | +5.3% |
| 1Y | +20.8% | +5.3% | +15.5% | +22.3% |
| 3Y | +463.1% | +44.6% | +418.6% | +459.1% |
| All | +463.1% | +42.7% | +420.5% | +459.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling