+778.5%
CIEN vs FOXA
+92.4%
+686.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | +8.9% | +0.8% | +8.1% | +8.6% |
| 30D | -19.1% | +5.0% | -24.1% | -20.5% |
| 3M | -21.5% | -3.0% | -18.5% | -21.8% |
| 6M | +2.8% | +14.8% | -11.9% | -4.3% |
| YTD | +49.5% | -8.9% | +58.4% | +50.5% |
| 1Y | +163.8% | +13.3% | +150.5% | +143.2% |
| 3Y | +615.8% | +115.4% | +500.4% | +413.9% |
| 5Y | +548.4% | +95.3% | +453.1% | +376.5% |
| All | +778.5% | +92.4% | +686.1% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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