+304.6%
CIEN vs FN
+170.4%
+134.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.7% | -6.2% | -1.0% |
| 7D | -24.1% | 0.0% | -24.1% | -24.0% |
| 30D | -45.5% | -34.3% | -11.2% | -31.2% |
| 3M | -39.7% | -39.9% | +0.1% | -20.5% |
| 6M | -57.8% | -51.8% | -6.0% | -38.5% |
| YTD | +4.1% | -28.1% | +32.2% | +24.0% |
| 1Y | +20.8% | -29.1% | +49.9% | +45.2% |
| 3Y | +463.1% | +102.4% | +360.7% | +316.3% |
| All | +304.6% | +170.4% | +134.2% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling