+54.1%
CIEN vs FIX
+7,843.3%
-7,789.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | 0.0% | +3.4% |
| 7D | -24.1% | -17.5% | -6.7% | -18.1% |
| 30D | -45.5% | -41.6% | -3.9% | -32.8% |
| 3M | -39.7% | -40.6% | +0.9% | -25.8% |
| 6M | -57.8% | -49.4% | -8.4% | -44.8% |
| YTD | +4.1% | +9.2% | -5.1% | +4.9% |
| 1Y | +20.8% | +6.5% | +14.4% | +23.2% |
| 3Y | +463.1% | +448.7% | +14.4% | +222.5% |
| 5Y | +302.3% | +948.7% | -646.4% | +81.2% |
| 10Y | +1,164.4% | +3,659.7% | -2,495.4% | +247.1% |
| All | +54.1% | +7,843.3% | -7,789.2% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling