+539.0%
CIEN vs FTV
+39.2%
+499.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +3.9% | +11.4% | +13.2% |
| 30D | -22.0% | +18.7% | -40.6% | -28.3% |
| 3M | -36.6% | +10.0% | -46.7% | -39.5% |
| 6M | -51.5% | +14.6% | -66.0% | -55.1% |
| YTD | +20.0% | +23.4% | -3.5% | +3.3% |
| 1Y | +44.5% | +31.3% | +13.2% | +18.3% |
| 3Y | +539.0% | +39.8% | +499.2% | +375.2% |
| All | +539.0% | +39.2% | +499.8% | +375.2% |
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