+506.7%
CIEN vs FFIV
+92.2%
+414.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.5% |
| 7D | -5.3% | -1.5% | -3.7% | -4.3% |
| 30D | -17.2% | -2.7% | -14.6% | -15.7% |
| 3M | -26.9% | -1.7% | -25.2% | -26.0% |
| 6M | +16.0% | +36.1% | -20.1% | -6.3% |
| YTD | +45.9% | +52.6% | -6.7% | +7.5% |
| 1Y | +186.8% | +21.5% | +165.3% | +145.2% |
| 3Y | +607.8% | +142.7% | +465.1% | +282.0% |
| 5Y | +506.7% | +92.6% | +414.2% | +253.6% |
| All | +506.7% | +92.2% | +414.6% | +253.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling