+378.7%
CIEN vs FIX
+1,054.8%
-676.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.1% |
| 7D | +27.4% | +16.9% | +10.5% | +16.1% |
| 30D | -26.6% | -30.6% | +4.1% | -8.0% |
| 3M | -32.0% | -35.1% | +3.1% | -11.0% |
| 6M | -49.1% | -44.0% | -5.1% | -27.7% |
| YTD | +25.7% | +21.0% | +4.7% | +21.3% |
| 1Y | +40.3% | +16.2% | +24.2% | +38.3% |
| 3Y | +566.2% | +506.9% | +59.3% | +222.2% |
| 5Y | +378.7% | +1,051.1% | -672.3% | +62.1% |
| All | +378.7% | +1,054.8% | -676.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling