+569.7%
CIEN vs FICO
+4.8%
+564.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.8% | +1.2% |
| 7D | -15.2% | -19.2% | +4.0% | -15.1% |
| 30D | -21.5% | -14.6% | -6.9% | -21.5% |
| 3M | -40.1% | -20.1% | -20.0% | -40.8% |
| 6M | -6.6% | -36.3% | +29.8% | -4.5% |
| YTD | +37.3% | -44.9% | +82.1% | +44.7% |
| 1Y | +174.5% | -38.6% | +213.2% | +176.1% |
| All | +569.7% | +4.8% | +564.9% | +512.8% |
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