+569.7%
CIEN vs FGI
-4.4%
+574.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.9% |
| 7D | -15.2% | +0.5% | -15.7% | -15.2% |
| 30D | -21.5% | +65.4% | -86.9% | -23.6% |
| 3M | -40.1% | +23.5% | -63.6% | -41.3% |
| 6M | -6.6% | +60.5% | -67.1% | -10.3% |
| YTD | +37.3% | +30.0% | +7.3% | +32.2% |
| 1Y | +174.5% | +82.1% | +92.5% | +161.2% |
| All | +569.7% | -4.4% | +574.1% | +552.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling