+607.8%
CIEN vs FTV
-3.2%
+611.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.7% |
| 7D | -5.3% | -0.4% | -4.9% | -5.2% |
| 30D | -17.2% | -8.3% | -8.9% | -13.7% |
| 3M | -26.9% | -7.4% | -19.5% | -24.7% |
| 6M | +16.0% | -1.2% | +17.2% | +14.1% |
| YTD | +45.9% | +2.7% | +43.2% | +37.5% |
| 1Y | +186.8% | +18.4% | +168.4% | +141.3% |
| 3Y | +607.8% | -2.0% | +609.8% | +577.1% |
| All | +607.8% | -3.2% | +611.0% | +577.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling