+20.8%
CIEN vs FICO
-58.2%
+79.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.3% |
| 7D | -24.1% | -0.9% | -23.2% | -24.3% |
| 30D | -45.5% | +3.3% | -48.8% | -44.3% |
| 3M | -39.7% | -31.7% | -8.0% | -45.1% |
| 6M | -57.8% | -34.0% | -23.8% | -62.0% |
| YTD | +4.1% | -58.3% | +62.4% | -11.7% |
| 1Y | +20.8% | -57.9% | +78.7% | +1.7% |
| All | +20.8% | -58.2% | +79.0% | +1.7% |
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