+1,413.7%
CIEN vs FTAI
+2,432.1%
-1,018.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.9% | +0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.8% |
| 30D | -12.8% | -13.6% | +0.8% | -10.1% |
| 3M | -23.1% | -20.6% | -2.5% | -19.5% |
| 6M | +6.1% | -32.6% | +38.7% | +14.4% |
| YTD | +44.5% | -5.4% | +49.9% | +45.6% |
| 1Y | +176.6% | +12.9% | +163.7% | +168.3% |
| 3Y | +601.0% | +428.1% | +172.8% | +373.5% |
| 5Y | +509.1% | +863.0% | -353.9% | +257.3% |
| 10Y | +1,460.5% | +3,092.6% | -1,632.1% | +649.8% |
| All | +1,413.7% | +2,432.1% | -1,018.5% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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