+42.7%
CIEN vs FN
-19.6%
+62.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.9% | +2.9% | +4.5% |
| 7D | +8.7% | +8.0% | +0.7% | +2.9% |
| 30D | -26.9% | -19.1% | -7.8% | -15.1% |
| 3M | -23.6% | -29.8% | +6.2% | -2.9% |
| 6M | -49.1% | -43.2% | -5.9% | -27.0% |
| YTD | +26.6% | -18.9% | +45.5% | +35.0% |
| 1Y | +42.7% | -17.9% | +60.6% | +51.8% |
| All | +42.7% | -19.6% | +62.3% | +51.8% |
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