+1,261.7%
CIEN vs FIX
+3,814.3%
-2,552.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.8% | +6.2% |
| 7D | +8.7% | +6.4% | +2.3% | +6.1% |
| 30D | -26.9% | -29.1% | +2.2% | -12.6% |
| 3M | -23.6% | -31.1% | +7.5% | -6.7% |
| 6M | -49.1% | -42.8% | -6.3% | -32.1% |
| YTD | +26.6% | +24.6% | +1.9% | +21.1% |
| 1Y | +42.7% | +21.9% | +20.8% | +38.0% |
| 3Y | +570.8% | +524.9% | +45.9% | +235.3% |
| 5Y | +386.4% | +1,092.2% | -705.8% | +85.5% |
| 10Y | +1,261.7% | +3,759.0% | -2,497.3% | +206.8% |
| All | +1,261.7% | +3,814.3% | -2,552.5% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling