+1,188.7%
CIEN vs FFIV
+132.4%
+1,056.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.4% | +9.3% |
| 7D | -5.3% | -2.1% | -3.2% | -3.5% |
| 30D | -40.1% | -33.8% | -6.3% | -24.3% |
| 3M | -34.7% | -20.6% | -14.1% | -26.0% |
| 6M | -50.9% | -10.2% | -40.6% | -48.2% |
| YTD | +15.2% | +24.5% | -9.3% | -2.3% |
| 1Y | +35.2% | +29.3% | +5.9% | +11.9% |
| 3Y | +522.6% | +103.8% | +418.8% | +295.9% |
| 5Y | +344.2% | +40.9% | +303.3% | +239.8% |
| 10Y | +1,188.7% | +126.6% | +1,062.1% | +591.7% |
| All | +1,188.7% | +132.4% | +1,056.3% | +591.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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