+1,475.7%
CIEN vs FLUT
-9.2%
+1,484.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.3% |
| 7D | -5.3% | +3.8% | -9.1% | -5.7% |
| 30D | -17.2% | +6.3% | -23.5% | -18.0% |
| 3M | -26.9% | -4.0% | -22.8% | -27.1% |
| 6M | +16.0% | -10.3% | +26.3% | +16.2% |
| YTD | +45.9% | -53.2% | +99.1% | +60.3% |
| 1Y | +186.8% | -65.0% | +251.8% | +229.1% |
| 3Y | +607.8% | -43.9% | +651.7% | +660.2% |
| 5Y | +506.7% | -49.2% | +556.0% | +530.0% |
| All | +1,475.7% | -9.2% | +1,484.8% | +1,577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling