+1,477.9%
CIEN vs FIVN
+292.8%
+1,185.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.1% | +12.5% | +7.5% |
| 7D | -5.3% | -8.2% | +2.9% | -3.9% |
| 30D | -17.2% | -8.1% | -9.1% | -16.3% |
| 3M | -26.9% | +34.9% | -61.8% | -32.2% |
| 6M | +16.0% | +72.6% | -56.6% | -0.1% |
| YTD | +45.9% | +55.8% | -9.8% | +27.1% |
| 1Y | +186.8% | +17.1% | +169.7% | +164.5% |
| 3Y | +607.8% | -54.3% | +662.1% | +666.1% |
| 5Y | +506.7% | -81.6% | +588.3% | +647.3% |
| 10Y | +1,438.7% | +109.2% | +1,329.6% | +1,004.4% |
| All | +1,477.9% | +292.8% | +1,185.0% | +875.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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