-80.3%
FIG vs CIEN
+263.0%
-343.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.3% | -12.0% | -4.6% |
| 7D | -16.4% | -5.3% | -11.1% | -17.0% |
| 30D | -2.3% | -17.2% | +14.9% | -4.9% |
| 3M | +7.8% | -26.9% | +34.7% | +4.5% |
| 6M | -21.8% | +16.0% | -37.9% | -24.1% |
| YTD | -39.1% | +45.9% | -85.1% | -40.9% |
| 1Y | -56.6% | +186.8% | -243.4% | -46.7% |
| All | -80.3% | +263.0% | -343.3% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling