-52.0%
FIG vs CIEN
+35.5%
-87.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +2.4% |
| 7D | +3.4% | +15.3% | -11.9% | +4.8% |
| 30D | -9.5% | -22.0% | +12.5% | -12.4% |
| 3M | -26.2% | -36.6% | +10.5% | -30.5% |
| 6M | +2.7% | -51.5% | +54.1% | -3.4% |
| YTD | -48.0% | +20.0% | -67.9% | -55.7% |
| 1Y | -52.0% | +44.5% | -96.5% | -61.9% |
| All | -52.0% | +35.5% | -87.6% | -61.9% |
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 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