+304.6%
CIEN vs FFIV
+39.5%
+265.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.7% | +5.6% |
| 7D | -24.1% | -8.1% | -16.0% | -19.2% |
| 30D | -45.5% | -33.4% | -12.1% | -30.2% |
| 3M | -39.7% | -24.7% | -15.0% | -28.9% |
| 6M | -57.8% | -8.8% | -49.0% | -56.2% |
| YTD | +4.1% | +21.8% | -17.7% | -13.1% |
| 1Y | +20.8% | +25.3% | -4.5% | -1.2% |
| 3Y | +463.1% | +101.2% | +362.0% | +235.0% |
| All | +304.6% | +39.5% | +265.1% | +179.0% |
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