+509.1%
CIEN vs FTI
+1,177.2%
-668.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -4.6% | -2.3% | -2.2% | -4.0% |
| 30D | -12.8% | +5.0% | -17.8% | -14.0% |
| 3M | -23.1% | +13.8% | -36.9% | -25.9% |
| 6M | +6.1% | +22.9% | -16.8% | +0.3% |
| YTD | +44.5% | +75.0% | -30.5% | +25.4% |
| 1Y | +176.6% | +96.9% | +79.7% | +132.7% |
| 3Y | +601.0% | +276.7% | +324.2% | +415.6% |
| 5Y | +509.1% | +1,157.0% | -647.9% | +252.9% |
| All | +509.1% | +1,177.2% | -668.1% | +252.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling