-80.9%
FIG vs CIEN
+259.5%
-340.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.4% |
| 7D | -14.5% | -4.6% | -9.9% | -15.0% |
| 30D | -13.3% | -12.8% | -0.5% | -14.9% |
| 3M | +7.4% | -23.1% | +30.5% | +4.5% |
| 6M | -27.8% | +6.1% | -33.9% | -30.1% |
| YTD | -41.1% | +44.5% | -85.6% | -43.0% |
| 1Y | -58.7% | +176.6% | -235.3% | -50.2% |
| All | -80.9% | +259.5% | -340.5% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling