+1,146.8%
CIEN vs FLUT
-26.8%
+1,173.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | +15.3% | -0.7% | +16.0% | +15.4% |
| 30D | -22.0% | +9.3% | -31.2% | -23.0% |
| 3M | -36.6% | -17.5% | -19.2% | -35.7% |
| 6M | -51.5% | -14.6% | -36.8% | -51.4% |
| YTD | +20.0% | -62.3% | +82.2% | +34.4% |
| 1Y | +44.5% | -59.6% | +104.1% | +60.0% |
| 3Y | +539.0% | -45.3% | +584.3% | +587.9% |
| 5Y | +356.8% | -50.4% | +407.2% | +380.9% |
| All | +1,146.8% | -26.8% | +1,173.7% | +1,262.1% |
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