+40.3%
CIEN vs FICO
-60.3%
+100.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -1.1% |
| 7D | +27.4% | +1.4% | +26.0% | +27.8% |
| 30D | -26.6% | -0.8% | -25.8% | -26.4% |
| 3M | -32.0% | -31.3% | -0.7% | -38.1% |
| 6M | -49.1% | -33.9% | -15.1% | -54.3% |
| YTD | +25.7% | -57.6% | +83.3% | +7.6% |
| 1Y | +40.3% | -59.7% | +100.0% | +23.0% |
| All | +40.3% | -60.3% | +100.6% | +23.0% |
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