+1,111.8%
CIEN vs FND
+57.9%
+1,054.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.0% |
| 7D | +15.3% | -6.8% | +22.1% | +17.3% |
| 30D | -22.0% | +8.0% | -30.0% | -24.1% |
| 3M | -36.6% | -18.9% | -17.7% | -34.0% |
| 6M | -51.5% | +4.7% | -56.1% | -53.2% |
| YTD | +20.0% | -21.6% | +41.5% | +23.0% |
| 1Y | +44.5% | -22.0% | +66.5% | +48.1% |
| 3Y | +539.0% | -40.4% | +579.5% | +583.7% |
| 5Y | +356.8% | -63.8% | +420.6% | +424.8% |
| All | +1,111.8% | +57.9% | +1,054.0% | +919.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling