+539.0%
CIEN vs FLR
+35.7%
+503.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.0% |
| 7D | +15.3% | +5.4% | +9.9% | +12.2% |
| 30D | -22.0% | +2.8% | -24.8% | -22.3% |
| 3M | -36.6% | -6.4% | -30.2% | -33.8% |
| 6M | -51.5% | +8.8% | -60.2% | -53.0% |
| YTD | +20.0% | +23.6% | -3.6% | +9.2% |
| 1Y | +44.5% | +13.8% | +30.7% | +36.5% |
| 3Y | +539.0% | +36.5% | +502.6% | +438.5% |
| All | +539.0% | +35.7% | +503.4% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling