+1,188.7%
CIEN vs FICO
+544.0%
+644.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +7.9% | +10.0% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -40.1% | +8.4% | -48.5% | -41.9% |
| 3M | -34.7% | -30.5% | -4.2% | -31.1% |
| 6M | -50.9% | -35.7% | -15.1% | -49.0% |
| YTD | +15.2% | -57.2% | +72.4% | +33.1% |
| 1Y | +35.2% | -58.4% | +93.6% | +57.8% |
| 3Y | +522.6% | -24.8% | +547.4% | +438.3% |
| 5Y | +344.2% | +79.3% | +265.0% | +152.1% |
| 10Y | +1,188.7% | +531.6% | +657.0% | +214.9% |
| All | +1,188.7% | +544.0% | +644.7% | +214.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling