+569.7%
CIEN vs FTI
+205.9%
+363.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +27.4% | +5.4% | +22.0% | +24.3% |
| 30D | -26.6% | -8.2% | -18.4% | -23.1% |
| 3M | -32.0% | -13.7% | -18.3% | -26.9% |
| 6M | -49.1% | -11.2% | -37.9% | -46.3% |
| YTD | +25.7% | +46.0% | -20.3% | +7.3% |
| 1Y | +40.3% | +51.8% | -11.5% | +17.7% |
| All | +569.7% | +205.9% | +363.8% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling