+1,764.1%
CIEN vs FLUT
+2,054.3%
-290.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -15.2% | -1.6% | -13.5% | -15.1% |
| 30D | -21.5% | +7.7% | -29.2% | -21.7% |
| 3M | -40.1% | -0.7% | -39.4% | -40.2% |
| 6M | -6.6% | -11.2% | +4.6% | -6.5% |
| YTD | +37.3% | -53.4% | +90.7% | +40.9% |
| 1Y | +174.5% | -65.8% | +240.3% | +185.5% |
| 3Y | +562.3% | -44.9% | +607.2% | +578.3% |
| 5Y | +463.9% | -49.7% | +513.6% | +471.5% |
| 10Y | +1,302.4% | -9.7% | +1,312.1% | +1,343.1% |
| All | +1,764.1% | +2,054.3% | -290.2% | +1,980.9% |
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