+706.7%
CIEN vs FOXA
+90.8%
+615.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.1% |
| 7D | -15.2% | -4.0% | -11.2% | -14.2% |
| 30D | -21.5% | +12.0% | -33.5% | -24.3% |
| 3M | -40.1% | +0.3% | -40.3% | -41.1% |
| 6M | -6.6% | +12.5% | -19.0% | -12.6% |
| YTD | +37.3% | -9.6% | +46.9% | +38.6% |
| 1Y | +174.5% | +8.6% | +166.0% | +156.6% |
| 3Y | +562.3% | +118.5% | +443.7% | +372.5% |
| 5Y | +463.9% | +88.8% | +375.2% | +319.2% |
| All | +706.7% | +90.8% | +615.9% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling