+585.2%
CIEN vs FOXA
+115.1%
+470.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | +5.4% | -3.7% | +9.1% | +5.8% |
| 30D | -13.7% | +5.4% | -19.0% | -14.3% |
| 3M | -23.0% | -3.7% | -19.3% | -21.8% |
| 6M | -0.8% | +12.6% | -13.4% | -4.5% |
| YTD | +43.1% | -10.0% | +53.0% | +49.3% |
| 1Y | +157.6% | +15.0% | +142.6% | +140.0% |
| All | +585.2% | +115.1% | +470.1% | +426.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling