+147.9%
CIEN vs FICO
+8,035.4%
-7,887.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.8% | +7.9% |
| 7D | -15.2% | -19.2% | +4.0% | -8.4% |
| 30D | -21.5% | -14.6% | -6.9% | -17.5% |
| 3M | -40.1% | -20.1% | -20.0% | -37.7% |
| 6M | -6.6% | -36.3% | +29.8% | +2.4% |
| YTD | +37.3% | -44.9% | +82.1% | +57.8% |
| 1Y | +174.5% | -38.6% | +213.2% | +194.1% |
| 3Y | +562.3% | +4.0% | +558.3% | +427.6% |
| 5Y | +463.9% | +99.5% | +364.4% | +214.5% |
| 10Y | +1,302.4% | +604.7% | +697.7% | +291.6% |
| All | +147.9% | +8,035.4% | -7,887.5% | -79.7% |
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 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