+174.5%
CIEN vs FTV
+21.5%
+153.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -15.2% | -4.6% | -10.6% | -15.1% |
| 30D | -21.5% | -7.2% | -14.3% | -21.5% |
| 3M | -40.1% | -7.3% | -32.8% | -39.7% |
| 6M | -6.6% | -1.6% | -4.9% | -7.2% |
| YTD | +37.3% | +3.3% | +33.9% | +38.3% |
| 1Y | +174.5% | +20.2% | +154.3% | +150.7% |
| All | +174.5% | +21.5% | +153.0% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling