+42.7%
CIEN vs FHN
+10.5%
+32.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +8.7% | -0.9% | +9.6% | +9.2% |
| 30D | -26.9% | +2.0% | -28.9% | -27.3% |
| 3M | -23.6% | -6.8% | -16.8% | -21.5% |
| 6M | -49.1% | -0.8% | -48.3% | -49.2% |
| YTD | +26.6% | +0.6% | +26.0% | +22.4% |
| 1Y | +42.7% | +11.5% | +31.2% | +34.2% |
| All | +42.7% | +10.5% | +32.3% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling