-40.4%
CIEN vs FLR
+603.8%
-644.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | -15.2% | +5.4% | -20.6% | -16.9% |
| 30D | -21.5% | +11.4% | -32.9% | -24.9% |
| 3M | -40.1% | +11.4% | -51.5% | -42.5% |
| 6M | -6.6% | +16.6% | -23.2% | -11.7% |
| YTD | +37.3% | +41.7% | -4.5% | +20.9% |
| 1Y | +174.5% | +35.4% | +139.1% | +145.1% |
| 3Y | +562.3% | +57.3% | +505.0% | +442.6% |
| 5Y | +463.9% | +241.0% | +223.0% | +230.9% |
| 10Y | +1,302.4% | +16.6% | +1,285.7% | +802.3% |
| All | -40.4% | +603.8% | -644.2% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling