+321.0%
CIEN vs FGI
-70.0%
+391.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -9.3% | -4.1% | -5.2% | -9.2% |
| 30D | -39.5% | -3.4% | -36.1% | -39.4% |
| 3M | -29.8% | +61.8% | -91.6% | -32.1% |
| 6M | -50.4% | +17.0% | -67.4% | -51.7% |
| YTD | +16.3% | +31.4% | -15.1% | +10.8% |
| 1Y | +30.4% | +42.7% | -12.3% | +23.8% |
| 3Y | +516.6% | -0.1% | +516.7% | +476.0% |
| All | +321.0% | -70.0% | +391.1% | +307.5% |
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