+47.5%
FCX vs CIEN
+35.5%
+12.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.7% |
| 7D | -0.3% | +15.3% | -15.6% | -4.4% |
| 30D | -14.7% | -22.0% | +7.3% | -9.5% |
| 3M | -11.2% | -36.6% | +25.5% | -1.1% |
| 6M | -11.4% | -51.5% | +40.1% | +5.3% |
| YTD | +17.7% | +20.0% | -2.2% | +7.1% |
| 1Y | +47.5% | +44.5% | +3.0% | +28.5% |
| All | +47.5% | +35.5% | +12.0% | +28.5% |
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