+349.8%
CIEN vs FIS
-72.0%
+421.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -9.3% | -27.4% | +18.1% | -5.8% |
| 30D | -39.5% | -16.8% | -22.7% | -38.4% |
| 3M | -29.8% | -32.6% | +2.8% | -26.6% |
| 6M | -50.4% | -33.4% | -17.0% | -48.4% |
| YTD | +16.3% | -56.0% | +72.4% | +33.6% |
| 1Y | +30.4% | -55.1% | +85.4% | +48.8% |
| 3Y | +516.6% | -41.4% | +558.0% | +543.5% |
| 5Y | +349.8% | -72.7% | +422.4% | +421.9% |
| All | +349.8% | -72.0% | +421.8% | +421.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling