+1,146.8%
CIEN vs FN
+700.1%
+446.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -0.8% |
| 7D | +15.3% | +0.3% | +15.0% | +15.1% |
| 30D | -22.0% | -16.5% | -5.5% | -14.2% |
| 3M | -36.6% | -42.1% | +5.5% | -16.5% |
| 6M | -51.5% | -52.9% | +1.4% | -29.9% |
| YTD | +20.0% | -28.0% | +47.9% | +41.3% |
| 1Y | +44.5% | -18.5% | +63.0% | +61.7% |
| 3Y | +539.0% | +93.9% | +445.2% | +369.6% |
| 5Y | +356.8% | +170.5% | +186.3% | +176.1% |
| All | +1,146.8% | +700.1% | +446.7% | +360.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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