+1,790.4%
CIEN vs FXI
+200.0%
+1,590.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | -4.2% | +19.5% | +17.9% |
| 30D | -22.0% | -1.1% | -20.9% | -22.0% |
| 3M | -36.6% | -4.0% | -32.7% | -35.7% |
| 6M | -51.5% | -11.8% | -39.6% | -48.4% |
| YTD | +20.0% | -11.9% | +31.9% | +28.3% |
| 1Y | +44.5% | -16.1% | +60.6% | +59.1% |
| 3Y | +539.0% | +38.8% | +500.3% | +404.7% |
| 5Y | +356.8% | -9.1% | +365.9% | +333.7% |
| 10Y | +1,190.4% | +18.4% | +1,172.0% | +888.7% |
| All | +1,790.4% | +200.0% | +1,590.4% | +652.9% |
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