+48.9%
CIEN vs FICO
-57.1%
+106.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -10.2% |
| 7D | -25.0% | +0.4% | -25.5% | -24.9% |
| 30D | -30.1% | +1.7% | -31.8% | -29.0% |
| 3M | -33.8% | -33.0% | -0.7% | -40.0% |
| 6M | -49.4% | -33.9% | -15.6% | -54.4% |
| YTD | +16.4% | -58.5% | +74.9% | +1.0% |
| 1Y | +48.9% | -56.4% | +105.2% | +25.8% |
| All | +48.9% | -57.1% | +106.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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