+42.7%
CIEN vs FGI
+50.2%
-7.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +8.5% |
| 7D | +8.7% | +6.9% | +1.9% | +8.4% |
| 30D | -26.9% | +3.9% | -30.8% | -27.0% |
| 3M | -23.6% | +74.3% | -97.9% | -27.3% |
| 6M | -49.1% | +28.9% | -78.0% | -51.0% |
| YTD | +26.6% | +39.1% | -12.5% | +15.3% |
| 1Y | +42.7% | +49.3% | -6.6% | +30.8% |
| All | +42.7% | +50.2% | -7.4% | +30.8% |
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