+592.2%
CIEN vs FERG
+52.4%
+539.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.6% | +0.9% | -5.5% | -5.1% |
| 30D | -12.8% | -15.1% | +2.2% | -5.3% |
| 3M | -23.1% | -4.8% | -18.2% | -21.6% |
| 6M | +6.1% | -2.5% | +8.6% | +7.0% |
| YTD | +44.5% | +1.8% | +42.7% | +41.5% |
| 1Y | +176.6% | -0.3% | +176.9% | +172.9% |
| All | +592.2% | +52.4% | +539.8% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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