+522.6%
CIEN vs FICO
-19.7%
+542.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +7.9% | +10.8% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -40.1% | +8.4% | -48.5% | -40.0% |
| 3M | -34.7% | -30.5% | -4.2% | -34.9% |
| 6M | -50.9% | -35.7% | -15.1% | -51.9% |
| YTD | +15.2% | -57.2% | +72.4% | +21.1% |
| 1Y | +35.2% | -58.4% | +93.6% | +43.2% |
| 3Y | +522.6% | -24.8% | +547.4% | +475.2% |
| All | +522.6% | -19.7% | +542.3% | +475.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling