+463.1%
CIEN vs FICO
-24.3%
+487.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.4% |
| 7D | -24.1% | -0.9% | -23.2% | -24.1% |
| 30D | -45.5% | +3.3% | -48.8% | -45.5% |
| 3M | -39.7% | -31.7% | -8.0% | -40.0% |
| 6M | -57.8% | -34.0% | -23.8% | -59.0% |
| YTD | +4.1% | -58.3% | +62.4% | +9.3% |
| 1Y | +20.8% | -57.9% | +78.7% | +26.5% |
| 3Y | +463.1% | -24.1% | +487.2% | +408.7% |
| All | +463.1% | -24.3% | +487.4% | +408.7% |
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 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