+463.1%
CIEN vs FGI
+1.5%
+461.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.2% | +5.5% |
| 7D | -24.1% | -7.0% | -17.2% | -24.0% |
| 30D | -45.5% | -4.2% | -41.3% | -45.4% |
| 3M | -39.7% | +55.6% | -95.3% | -41.3% |
| 6M | -57.8% | -3.2% | -54.6% | -58.5% |
| YTD | +4.1% | +29.1% | -25.1% | +0.2% |
| 1Y | +20.8% | +51.0% | -30.2% | +16.2% |
| 3Y | +463.1% | +1.5% | +461.6% | +436.8% |
| All | +463.1% | +1.5% | +461.6% | +436.8% |
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 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