+506.7%
CIEN vs FHN
+88.9%
+417.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.6% |
| 7D | -5.3% | +2.7% | -7.9% | -6.0% |
| 30D | -17.2% | -3.1% | -14.1% | -16.6% |
| 3M | -26.9% | +2.3% | -29.2% | -27.4% |
| 6M | +16.0% | +9.7% | +6.3% | +13.1% |
| YTD | +45.9% | +4.7% | +41.2% | +43.6% |
| 1Y | +186.8% | +13.8% | +173.0% | +175.8% |
| 3Y | +607.8% | +131.6% | +476.2% | +510.1% |
| 5Y | +506.7% | +91.1% | +415.6% | +409.0% |
| All | +506.7% | +88.9% | +417.8% | +409.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling