+1,286.6%
CIEN vs FND
+66.0%
+1,220.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -15.2% | -5.2% | -10.0% | -14.1% |
| 30D | -21.5% | -19.9% | -1.6% | -17.1% |
| 3M | -40.1% | +2.7% | -42.8% | -41.3% |
| 6M | -6.6% | -21.7% | +15.1% | -2.3% |
| YTD | +37.3% | -17.5% | +54.8% | +40.4% |
| 1Y | +174.5% | -39.3% | +213.8% | +203.1% |
| 3Y | +562.3% | -49.8% | +612.0% | +645.7% |
| 5Y | +463.9% | -60.1% | +524.0% | +537.7% |
| All | +1,286.6% | +66.0% | +1,220.6% | +1,062.8% |
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