+1,146.8%
CIEN vs FTI
+189.4%
+957.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.6% | -5.1% |
| 7D | +15.3% | +4.3% | +10.9% | +14.1% |
| 30D | -22.0% | -4.7% | -17.3% | -20.9% |
| 3M | -36.6% | -13.5% | -23.1% | -34.2% |
| 6M | -51.5% | -8.7% | -42.7% | -50.4% |
| YTD | +20.0% | +49.0% | -29.1% | +9.9% |
| 1Y | +44.5% | +54.0% | -9.6% | +31.3% |
| 3Y | +539.0% | +211.6% | +327.4% | +395.9% |
| 5Y | +356.8% | +881.9% | -525.0% | +170.9% |
| All | +1,146.8% | +189.4% | +957.5% | +773.9% |
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