+607.8%
CIEN vs FXI
+40.3%
+567.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +7.3% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | -17.2% | -3.2% | -14.0% | -16.3% |
| 3M | -26.9% | +1.7% | -28.5% | -27.7% |
| 6M | +16.0% | -1.6% | +17.6% | +17.1% |
| YTD | +45.9% | -7.9% | +53.8% | +50.7% |
| 1Y | +186.8% | -9.6% | +196.4% | +198.6% |
| 3Y | +607.8% | +40.5% | +567.3% | +568.1% |
| All | +607.8% | +40.3% | +567.4% | +568.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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