+520.6%
CIEN vs FLR
+230.6%
+290.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +5.4% | -6.9% | +12.3% | +8.1% |
| 30D | -13.7% | +1.1% | -14.8% | -14.2% |
| 3M | -23.0% | +14.3% | -37.4% | -26.8% |
| 6M | -0.8% | +19.1% | -19.9% | -7.1% |
| YTD | +43.1% | +35.1% | +7.9% | +28.8% |
| 1Y | +157.6% | +29.5% | +128.2% | +134.7% |
| 3Y | +593.8% | +53.0% | +540.8% | +498.9% |
| 5Y | +520.6% | +238.9% | +281.7% | +365.1% |
| All | +520.6% | +230.6% | +290.0% | +365.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling