+434.0%
CIEN vs FICO
-24.0%
+458.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.2% |
| 7D | -34.0% | -0.3% | -33.7% | -33.9% |
| 30D | -48.0% | +1.7% | -49.7% | -47.9% |
| 3M | -43.5% | -35.2% | -8.4% | -43.8% |
| 6M | -57.6% | -33.7% | -24.0% | -58.9% |
| YTD | -1.3% | -58.2% | +56.8% | +3.7% |
| 1Y | +17.9% | -56.6% | +74.5% | +22.5% |
| All | +434.0% | -24.0% | +458.0% | +382.5% |
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