+1,500.5%
CIEN vs FTI
+305.3%
+1,195.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +8.9% | -4.4% | +13.3% | +10.0% |
| 30D | -19.1% | +1.5% | -20.6% | -19.4% |
| 3M | -21.5% | +8.2% | -29.7% | -23.1% |
| 6M | +2.8% | +18.8% | -16.0% | -1.4% |
| YTD | +49.5% | +71.7% | -22.2% | +32.1% |
| 1Y | +163.8% | +90.0% | +73.8% | +127.4% |
| 3Y | +615.8% | +270.5% | +345.3% | +431.6% |
| 5Y | +548.4% | +1,084.5% | -536.2% | +265.8% |
| All | +1,500.5% | +305.3% | +1,195.2% | +951.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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