+1,146.8%
CIEN vs FICO
+527.0%
+619.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +15.3% | +2.2% | +13.0% | +14.7% |
| 30D | -22.0% | +0.1% | -22.1% | -22.6% |
| 3M | -36.6% | -35.2% | -1.5% | -31.9% |
| 6M | -51.5% | -32.4% | -19.1% | -50.4% |
| YTD | +20.0% | -57.4% | +77.4% | +38.8% |
| 1Y | +44.5% | -58.5% | +103.0% | +68.7% |
| 3Y | +539.0% | -28.9% | +567.9% | +464.8% |
| 5Y | +356.8% | +91.7% | +265.1% | +151.1% |
| All | +1,146.8% | +527.0% | +619.8% | +183.4% |
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