+477.0%
CIEN vs FLUT
-50.4%
+527.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | -15.2% | -1.6% | -13.5% | -15.0% |
| 30D | -21.5% | +7.7% | -29.2% | -22.7% |
| 3M | -40.1% | -0.7% | -39.4% | -40.8% |
| 6M | -6.6% | -11.2% | +4.6% | -6.2% |
| YTD | +37.3% | -53.4% | +90.7% | +59.3% |
| 1Y | +174.5% | -65.8% | +240.3% | +243.2% |
| 3Y | +562.3% | -44.9% | +607.2% | +638.9% |
| All | +477.0% | -50.4% | +527.4% | +452.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling