+1,480.1%
CIEN vs FLUT
+1,675.5%
-195.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -9.3% | -1.5% | -7.9% | -9.3% |
| 30D | -39.5% | +3.4% | -42.9% | -39.6% |
| 3M | -29.8% | -12.5% | -17.3% | -29.7% |
| 6M | -50.4% | -18.5% | -31.9% | -50.3% |
| YTD | +16.3% | -61.6% | +78.0% | +20.0% |
| 1Y | +30.4% | -64.1% | +94.5% | +34.9% |
| 3Y | +516.6% | -44.5% | +561.1% | +532.6% |
| 5Y | +349.8% | -51.3% | +401.0% | +358.5% |
| 10Y | +1,184.7% | -25.6% | +1,210.3% | +1,228.3% |
| All | +1,480.1% | +1,675.5% | -195.4% | +1,672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling