-53.7%
CIEN vs FHN
-3.6%
-50.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.5% | +10.7% |
| 7D | -5.3% | -0.5% | -4.8% | -5.4% |
| 30D | -40.1% | +1.9% | -42.1% | -39.7% |
| 3M | -34.7% | -6.9% | -27.7% | -34.7% |
| All | -53.7% | -3.6% | -50.1% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling