+1,460.5%
CIEN vs FIS
-41.9%
+1,502.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | 0.0% |
| 7D | -4.6% | -9.1% | +4.5% | -2.1% |
| 30D | -12.8% | -10.4% | -2.4% | -10.4% |
| 3M | -23.1% | -3.7% | -19.4% | -23.8% |
| 6M | +6.1% | -24.8% | +30.9% | +13.1% |
| YTD | +44.5% | -41.6% | +86.1% | +67.8% |
| 1Y | +176.6% | -42.7% | +219.4% | +222.9% |
| 3Y | +601.0% | -26.2% | +627.2% | +623.7% |
| 5Y | +509.1% | -66.1% | +575.2% | +741.1% |
| 10Y | +1,460.5% | -40.9% | +1,501.3% | +1,520.9% |
| All | +1,460.5% | -41.9% | +1,502.4% | +1,520.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling