+176.6%
CIEN vs FIS
-42.9%
+219.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -2.7% |
| 7D | -4.6% | -9.1% | +4.5% | -8.9% |
| 30D | -12.8% | -10.4% | -2.4% | -17.2% |
| 3M | -23.1% | -3.7% | -19.4% | -23.9% |
| 6M | +6.1% | -24.8% | +30.9% | +0.3% |
| YTD | +44.5% | -41.6% | +86.1% | +36.6% |
| 1Y | +176.6% | -42.7% | +219.4% | +161.1% |
| All | +176.6% | -42.9% | +219.5% | +161.1% |
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