+1,096.6%
CIEN vs FIX
+3,608.1%
-2,511.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | 0.0% | +2.7% |
| 7D | -24.1% | -17.5% | -6.7% | -16.0% |
| 30D | -45.5% | -41.6% | -3.9% | -28.1% |
| 3M | -39.7% | -40.6% | +0.9% | -20.9% |
| 6M | -57.8% | -49.4% | -8.4% | -40.2% |
| YTD | +4.1% | +9.2% | -5.1% | +6.2% |
| 1Y | +20.8% | +6.5% | +14.4% | +24.9% |
| 3Y | +463.1% | +448.7% | +14.4% | +200.1% |
| 5Y | +302.3% | +948.7% | -646.4% | +63.4% |
| All | +1,096.6% | +3,608.1% | -2,511.5% | +176.7% |
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