+607.8%
CIEN vs FIS
-22.6%
+630.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.9% | +12.2% | +6.1% |
| 7D | -5.3% | -3.5% | -1.8% | -5.4% |
| 30D | -17.2% | -7.8% | -9.4% | -17.4% |
| 3M | -26.9% | +0.8% | -27.7% | -27.7% |
| 6M | +16.0% | -21.9% | +37.9% | +19.3% |
| YTD | +45.9% | -39.5% | +85.4% | +61.2% |
| 1Y | +186.8% | -41.0% | +227.8% | +218.8% |
| 3Y | +607.8% | -23.6% | +631.4% | +557.7% |
| All | +607.8% | -22.6% | +630.4% | +557.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling