+44.5%
CIEN vs FGI
+17.8%
+26.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -25.2% | +20.6% | -3.4% |
| 7D | +15.3% | -14.4% | +29.7% | +16.0% |
| 30D | -22.0% | -11.8% | -10.2% | -21.6% |
| 3M | -36.6% | -46.2% | +9.6% | -35.3% |
| 6M | -51.5% | +5.2% | -56.6% | -52.8% |
| YTD | +20.0% | +10.5% | +9.4% | +10.7% |
| 1Y | +44.5% | +25.5% | +19.0% | +28.4% |
| All | +44.5% | +17.8% | +26.7% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling