+566.8%
CIEN vs FFIV
+140.3%
+426.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -15.2% | -1.0% | -14.2% | -14.6% |
| 30D | -21.5% | -5.1% | -16.4% | -18.8% |
| 3M | -40.1% | -4.5% | -35.6% | -38.0% |
| 6M | -6.6% | +36.5% | -43.0% | -24.4% |
| YTD | +37.3% | +53.0% | -15.7% | +0.8% |
| 1Y | +174.5% | +24.2% | +150.3% | +132.6% |
| All | +566.8% | +140.3% | +426.5% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling