+697.7%
FCX vs CIEN
+156.3%
+541.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | +1.3% |
| 7D | -0.8% | +8.7% | -9.5% | -2.5% |
| 30D | -15.1% | -26.9% | +11.8% | -10.5% |
| 3M | -9.6% | -23.6% | +14.0% | -6.4% |
| 6M | -3.1% | -49.1% | +46.0% | +7.6% |
| YTD | +23.4% | +26.6% | -3.1% | +14.4% |
| 1Y | +52.7% | +42.7% | +9.9% | +37.9% |
| 3Y | +91.4% | +570.8% | -479.4% | +26.5% |
| 5Y | +62.7% | +386.4% | -323.7% | +12.8% |
| 10Y | +395.9% | +1,261.7% | -865.9% | +185.7% |
| All | +697.7% | +156.3% | +541.4% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling