+354.9%
CIEN vs FGI
-66.3%
+421.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.9% |
| 7D | +27.4% | +13.5% | +13.9% | +26.9% |
| 30D | -26.6% | +17.1% | -43.7% | -26.9% |
| 3M | -32.0% | +78.0% | -110.0% | -34.4% |
| 6M | -49.1% | +46.4% | -95.5% | -50.8% |
| YTD | +25.7% | +47.7% | -22.0% | +19.3% |
| 1Y | +40.3% | +56.8% | -16.5% | +32.8% |
| 3Y | +566.2% | +12.3% | +553.9% | +520.1% |
| All | +354.9% | -66.3% | +421.2% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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