+281.5%
CIEN vs FICO
+84.1%
+197.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.3% |
| 7D | -34.0% | -0.3% | -33.7% | -33.9% |
| 30D | -48.0% | +1.7% | -49.7% | -48.4% |
| 3M | -43.5% | -35.2% | -8.4% | -41.5% |
| 6M | -57.6% | -33.7% | -24.0% | -57.6% |
| YTD | -1.3% | -58.2% | +56.8% | +9.3% |
| 1Y | +17.9% | -56.6% | +74.5% | +28.8% |
| 3Y | +425.8% | -24.0% | +449.7% | +348.4% |
| 5Y | +281.5% | +86.1% | +195.4% | +133.7% |
| All | +281.5% | +84.1% | +197.4% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling