+44.7%
CIEN vs FE
+564.2%
-519.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +27.4% | -0.3% | +27.7% | +27.5% |
| 30D | -26.6% | +3.9% | -30.5% | -27.7% |
| 3M | -32.0% | -0.1% | -31.9% | -32.2% |
| 6M | -49.1% | +6.1% | -55.1% | -50.4% |
| YTD | +25.7% | +8.1% | +17.7% | +21.4% |
| 1Y | +40.3% | +4.4% | +35.9% | +37.1% |
| 3Y | +566.2% | +49.0% | +517.2% | +462.1% |
| 5Y | +378.7% | +46.1% | +332.6% | +302.2% |
| 10Y | +1,252.3% | +122.6% | +1,129.7% | +828.6% |
| All | +44.7% | +564.2% | -519.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling