+344.2%
CIEN vs FHN
+63.2%
+281.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.5% | +10.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -40.1% | +1.9% | -42.1% | -40.4% |
| 3M | -34.7% | -6.9% | -27.7% | -33.5% |
| 6M | -50.9% | -3.1% | -47.8% | -50.6% |
| YTD | +15.2% | +0.6% | +14.6% | +14.4% |
| 1Y | +35.2% | +12.4% | +22.8% | +30.7% |
| 3Y | +522.6% | +133.7% | +388.9% | +441.7% |
| 5Y | +344.2% | +61.4% | +282.9% | +312.1% |
| All | +344.2% | +63.2% | +281.0% | +312.1% |
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 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