+1,683.3%
CIEN vs FTV
+90.8%
+1,592.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.7% |
| 7D | -15.2% | -4.5% | -10.7% | -13.0% |
| 30D | -21.5% | -7.1% | -14.4% | -18.2% |
| 3M | -40.1% | -7.2% | -32.9% | -38.1% |
| 6M | -6.6% | -1.5% | -5.1% | -7.4% |
| YTD | +37.3% | +3.5% | +33.8% | +29.6% |
| 1Y | +174.5% | +20.3% | +154.2% | +136.0% |
| 3Y | +562.3% | -3.1% | +565.4% | +547.9% |
| 5Y | +463.9% | +2.3% | +461.6% | +425.1% |
| 10Y | +1,302.4% | +76.3% | +1,226.0% | +822.6% |
| All | +1,683.3% | +90.8% | +1,592.6% | +1,021.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling