+355.8%
CIEN vs FLR
+112.0%
+243.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.1% |
| 7D | +15.3% | +5.4% | +9.9% | +12.9% |
| 30D | -22.0% | +2.8% | -24.8% | -22.2% |
| 3M | -36.6% | -6.4% | -30.2% | -34.3% |
| 6M | -51.5% | +8.8% | -60.2% | -52.5% |
| YTD | +20.0% | +23.6% | -3.6% | +12.3% |
| 1Y | +44.5% | +13.8% | +30.7% | +39.1% |
| 3Y | +539.0% | +36.5% | +502.6% | +474.0% |
| All | +355.8% | +112.0% | +243.8% | +285.7% |
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