+21.5%
CIEN vs FTI
+2,117.5%
-2,096.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -17.2% | +12.3% | -29.6% | -21.0% |
| 3M | -26.9% | +13.8% | -40.6% | -30.6% |
| 6M | +16.0% | +24.3% | -8.3% | +6.5% |
| YTD | +45.9% | +75.8% | -29.8% | +17.9% |
| 1Y | +186.8% | +99.6% | +87.2% | +120.1% |
| 3Y | +607.8% | +278.4% | +329.4% | +317.5% |
| 5Y | +506.7% | +1,168.7% | -662.0% | +105.2% |
| 10Y | +1,438.7% | +297.5% | +1,141.2% | +549.1% |
| All | +21.5% | +2,117.5% | -2,096.0% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling