+1,460.5%
CIEN vs FHN
+125.8%
+1,334.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -12.8% | -2.6% | -10.2% | -12.2% |
| 3M | -23.1% | 0.0% | -23.1% | -23.2% |
| 6M | +6.1% | +9.2% | -3.1% | +3.2% |
| YTD | +44.5% | +4.3% | +40.2% | +42.1% |
| 1Y | +176.6% | +10.8% | +165.9% | +166.5% |
| 3Y | +601.0% | +130.7% | +470.2% | +454.6% |
| 5Y | +509.1% | +87.4% | +421.8% | +375.3% |
| 10Y | +1,460.5% | +126.9% | +1,333.6% | +901.5% |
| All | +1,460.5% | +125.8% | +1,334.7% | +901.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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