+592.2%
CIEN vs FTI
+274.9%
+317.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -4.6% | -2.3% | -2.2% | -3.7% |
| 30D | -12.8% | +5.0% | -17.8% | -14.7% |
| 3M | -23.1% | +13.8% | -36.9% | -27.6% |
| 6M | +6.1% | +22.9% | -16.8% | -3.4% |
| YTD | +44.5% | +75.0% | -30.5% | +14.6% |
| 1Y | +176.6% | +96.9% | +79.7% | +108.4% |
| All | +592.2% | +274.9% | +317.3% | +338.7% |
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