+344.2%
CIEN vs FN
+206.7%
+137.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.9% | -1.2% | +4.1% |
| 7D | -5.3% | +16.3% | -21.6% | -12.8% |
| 30D | -40.1% | -24.7% | -15.4% | -29.8% |
| 3M | -34.7% | -34.9% | +0.2% | -17.6% |
| 6M | -50.9% | -41.1% | -9.8% | -35.6% |
| YTD | +15.2% | -19.6% | +34.8% | +29.1% |
| 1Y | +35.2% | -18.5% | +53.7% | +51.0% |
| 3Y | +522.6% | +119.1% | +403.5% | +338.8% |
| 5Y | +344.2% | +206.9% | +137.3% | +143.8% |
| All | +344.2% | +206.7% | +137.5% | +143.8% |
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 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