+463.1%
CIEN vs FLUT
-52.0%
+515.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.6% |
| 7D | -24.1% | -1.1% | -23.0% | -24.2% |
| 30D | -45.5% | +7.7% | -53.2% | -46.2% |
| 3M | -39.7% | -12.2% | -27.6% | -39.2% |
| 6M | -57.8% | -17.6% | -40.2% | -57.8% |
| YTD | +4.1% | -62.0% | +66.1% | +30.4% |
| 1Y | +20.8% | -62.3% | +83.1% | +51.5% |
| 3Y | +463.1% | -52.0% | +515.1% | +588.8% |
| All | +463.1% | -52.0% | +515.1% | +588.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling