+60.3%
FCX vs CIEN
+49.1%
+11.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.3% | +10.6% | +3.9% |
| 7D | -6.0% | -25.0% | +19.0% | +1.5% |
| 30D | -13.6% | -30.1% | +16.6% | -5.6% |
| 3M | -6.8% | -33.8% | +27.0% | +2.3% |
| 6M | +13.2% | -49.4% | +62.6% | +33.1% |
| YTD | +24.4% | +16.4% | +8.0% | +14.4% |
| 1Y | +60.3% | +48.9% | +11.4% | +39.0% |
| All | +60.3% | +49.1% | +11.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling