+506.7%
CIEN vs FLEX
+698.8%
-192.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +3.7% |
| 7D | -5.3% | +7.0% | -12.3% | -9.1% |
| 30D | -17.2% | -5.8% | -11.4% | -14.1% |
| 3M | -26.9% | -24.2% | -2.7% | -14.6% |
| 6M | +16.0% | +90.8% | -74.8% | -26.0% |
| YTD | +45.9% | +89.2% | -43.3% | -6.4% |
| 1Y | +186.8% | +104.7% | +82.1% | +75.6% |
| 3Y | +607.8% | +478.1% | +129.7% | +145.8% |
| 5Y | +506.7% | +726.2% | -219.5% | +61.2% |
| All | +506.7% | +698.8% | -192.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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