+539.0%
CIEN vs FICO
-27.8%
+566.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.6% |
| 7D | +15.3% | +2.2% | +13.0% | +15.3% |
| 30D | -22.0% | +0.1% | -22.1% | -22.0% |
| 3M | -36.6% | -35.2% | -1.5% | -36.9% |
| 6M | -51.5% | -32.4% | -19.1% | -52.8% |
| YTD | +20.0% | -57.4% | +77.4% | +26.1% |
| 1Y | +44.5% | -58.5% | +103.0% | +52.9% |
| 3Y | +539.0% | -28.9% | +567.9% | +514.3% |
| All | +539.0% | -27.8% | +566.9% | +514.3% |
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