-56.6%
FIG vs CIEN
+170.2%
-226.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -12.2% | +5.4% | -17.6% | -11.7% |
| 30D | -11.0% | -13.7% | +2.7% | -12.0% |
| 3M | +11.9% | -23.0% | +34.9% | +10.1% |
| 6M | -21.9% | -0.8% | -21.1% | -29.9% |
| YTD | -40.8% | +43.1% | -83.8% | -53.9% |
| 1Y | -56.6% | +157.6% | -214.3% | -80.7% |
| All | -56.6% | +170.2% | -226.9% | -80.7% |
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