+48.9%
CIEN vs FIS
-50.5%
+99.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -23.7% | +14.4% | -16.9% |
| 7D | -25.0% | -18.4% | -6.6% | -27.9% |
| 30D | -30.1% | -11.4% | -18.8% | -29.1% |
| 3M | -33.8% | -32.0% | -1.8% | -41.5% |
| 6M | -49.4% | -35.6% | -13.8% | -54.2% |
| YTD | +16.4% | -53.8% | +70.2% | +10.4% |
| 1Y | +48.9% | -51.1% | +99.9% | +32.0% |
| All | +48.9% | -50.5% | +99.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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