+75.6%
FCX vs CIEN
+184.0%
-108.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.1% | -4.6% | +7.7% | +4.5% |
| 30D | +8.1% | -12.8% | +20.9% | +12.1% |
| 3M | +18.9% | -23.1% | +42.0% | +27.1% |
| 6M | +26.6% | +6.1% | +20.5% | +18.2% |
| YTD | +51.2% | +44.5% | +6.6% | +25.7% |
| 1Y | +75.6% | +176.6% | -101.1% | -13.0% |
| All | +75.6% | +184.0% | -108.5% | -13.0% |
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