+2,063.1%
CIEN vs FXI
+221.5%
+1,841.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.3% |
| 7D | -15.2% | +1.0% | -16.2% | -15.6% |
| 30D | -21.5% | -0.6% | -20.9% | -21.3% |
| 3M | -40.1% | +1.9% | -42.0% | -40.9% |
| 6M | -6.6% | -0.2% | -6.4% | -6.1% |
| YTD | +37.3% | -5.6% | +42.8% | +42.4% |
| 1Y | +174.5% | -4.7% | +179.2% | +184.4% |
| 3Y | +562.3% | +38.0% | +524.2% | +428.7% |
| 5Y | +463.9% | -2.7% | +466.6% | +416.3% |
| 10Y | +1,302.4% | +19.9% | +1,282.4% | +979.2% |
| All | +2,063.1% | +221.5% | +1,841.5% | +735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling