+607.8%
CIEN vs FHN
+134.1%
+473.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.8% |
| 7D | -5.3% | +2.7% | -7.9% | -6.7% |
| 30D | -17.2% | -3.1% | -14.1% | -16.0% |
| 3M | -26.9% | +2.3% | -29.2% | -28.0% |
| 6M | +16.0% | +9.7% | +6.3% | +10.3% |
| YTD | +45.9% | +4.7% | +41.2% | +41.1% |
| 1Y | +186.8% | +13.8% | +173.0% | +164.2% |
| 3Y | +607.8% | +131.6% | +476.2% | +385.1% |
| All | +607.8% | +134.1% | +473.6% | +385.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling