-83.6%
FIG vs CIEN
+214.9%
-298.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +2.7% |
| 7D | -14.3% | +8.7% | -23.0% | -13.8% |
| 30D | -13.6% | -26.9% | +13.3% | -17.6% |
| 3M | -23.7% | -23.6% | -0.1% | -26.1% |
| 6M | -5.4% | -49.1% | +43.7% | -11.3% |
| YTD | -49.2% | +26.6% | -75.8% | -51.5% |
| 1Y | -57.4% | +42.7% | -100.1% | -59.3% |
| All | -83.6% | +214.9% | -298.5% | -76.1% |
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