+1,409.9%
CIEN vs FND
+56.5%
+1,353.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +8.9% | -5.8% | +14.6% | +10.4% |
| 30D | -19.1% | -20.2% | +1.1% | -14.6% |
| 3M | -21.5% | -12.0% | -9.5% | -19.9% |
| 6M | +2.8% | -18.5% | +21.3% | +6.2% |
| YTD | +49.5% | -22.3% | +71.7% | +55.0% |
| 1Y | +163.8% | -47.6% | +211.4% | +203.0% |
| 3Y | +615.8% | -49.8% | +665.6% | +705.1% |
| 5Y | +548.4% | -63.0% | +611.3% | +646.4% |
| All | +1,409.9% | +56.5% | +1,353.4% | +1,184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling