+30.4%
CIEN vs FIX
+13.3%
+17.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | -9.3% | -13.9% | +4.6% | +3.5% |
| 30D | -39.5% | -35.5% | -4.0% | -9.7% |
| 3M | -29.8% | -33.9% | +4.1% | +2.7% |
| 6M | -50.4% | -43.3% | -7.1% | -18.1% |
| YTD | +16.3% | +18.7% | -2.3% | -0.2% |
| 1Y | +30.4% | +13.8% | +16.6% | +16.3% |
| All | +30.4% | +13.3% | +17.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling