-57.4%
FIG vs CIEN
+44.7%
-102.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +2.5% |
| 7D | -14.3% | +8.7% | -23.0% | -13.9% |
| 30D | -13.6% | -26.9% | +13.3% | -17.1% |
| 3M | -23.7% | -23.6% | -0.1% | -25.8% |
| 6M | -5.4% | -49.1% | +43.7% | -9.9% |
| YTD | -49.2% | +26.6% | -75.8% | -57.8% |
| 1Y | -57.4% | +42.7% | -100.1% | -66.5% |
| All | -57.4% | +44.7% | -102.1% | -66.5% |
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