+569.7%
CIEN vs FN
+158.4%
+411.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.7% |
| 7D | -15.2% | -1.7% | -13.5% | -14.3% |
| 30D | -21.5% | -22.0% | +0.5% | -10.2% |
| 3M | -40.1% | -43.0% | +2.9% | -19.2% |
| 6M | -6.6% | -27.7% | +21.2% | +9.8% |
| YTD | +37.3% | -10.5% | +47.8% | +43.1% |
| 1Y | +174.5% | +12.5% | +162.1% | +155.6% |
| All | +569.7% | +158.4% | +411.4% | +333.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling