+78.2%
CIEN vs FICO
+6,073.1%
-5,994.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.6% |
| 7D | -34.0% | -0.3% | -33.7% | -33.9% |
| 30D | -48.0% | +1.7% | -49.7% | -49.6% |
| 3M | -43.5% | -35.2% | -8.4% | -37.2% |
| 6M | -57.6% | -33.7% | -24.0% | -55.6% |
| YTD | -1.3% | -58.2% | +56.8% | +20.1% |
| 1Y | +17.9% | -56.6% | +74.5% | +40.9% |
| 3Y | +425.8% | -24.0% | +449.7% | +353.5% |
| 5Y | +281.5% | +86.1% | +195.4% | +104.8% |
| 10Y | +1,099.0% | +522.8% | +576.2% | +229.7% |
| All | +78.2% | +6,073.1% | -5,994.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling