+30.4%
CIEN vs FN
-24.2%
+54.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +4.5% |
| 7D | -9.3% | -4.1% | -5.2% | -6.5% |
| 30D | -39.5% | -28.3% | -11.2% | -23.3% |
| 3M | -29.8% | -33.9% | +4.1% | -7.0% |
| 6M | -50.4% | -43.9% | -6.5% | -28.2% |
| YTD | +16.3% | -23.4% | +39.8% | +29.4% |
| 1Y | +30.4% | -25.4% | +55.8% | +49.3% |
| All | +30.4% | -24.2% | +54.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling