+674.5%
FCX vs CIEN
+135.6%
+538.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.4% |
| 7D | -2.4% | -9.3% | +7.0% | -0.8% |
| 30D | -18.0% | -39.5% | +21.5% | -10.5% |
| 3M | -14.3% | -29.8% | +15.5% | -9.8% |
| 6M | -1.7% | -50.4% | +48.6% | +9.6% |
| YTD | +19.8% | +16.3% | +3.5% | +12.8% |
| 1Y | +48.6% | +30.4% | +18.3% | +36.6% |
| 3Y | +85.8% | +516.6% | -430.8% | +24.8% |
| 5Y | +72.2% | +349.8% | -277.5% | +21.2% |
| 10Y | +386.3% | +1,184.7% | -798.4% | +183.6% |
| All | +674.5% | +135.6% | +538.9% | +287.3% |
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