+1,533.3%
CIEN vs FTV
+127.3%
+1,405.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +27.4% | +3.7% | +23.7% | +24.9% |
| 30D | -26.6% | +16.8% | -43.4% | -32.7% |
| 3M | -32.0% | +10.4% | -42.3% | -35.7% |
| 6M | -49.1% | +12.8% | -61.9% | -53.0% |
| YTD | +25.7% | +23.3% | +2.4% | +7.6% |
| 1Y | +40.3% | +31.0% | +9.3% | +15.6% |
| 3Y | +566.2% | +38.6% | +527.6% | +431.5% |
| 5Y | +378.7% | +17.6% | +361.2% | +312.1% |
| 10Y | +1,252.3% | +110.0% | +1,142.3% | +705.8% |
| All | +1,533.3% | +127.3% | +1,405.9% | +830.2% |
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