+3.8%
CIEN vs FIS
+224.4%
-220.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -9.3% | -27.4% | +18.1% | +3.4% |
| 30D | -39.5% | -16.8% | -22.7% | -35.9% |
| 3M | -29.8% | -32.6% | +2.8% | -19.1% |
| 6M | -50.4% | -33.4% | -17.0% | -43.9% |
| YTD | +16.3% | -56.0% | +72.4% | +56.8% |
| 1Y | +30.4% | -55.1% | +85.4% | +73.9% |
| 3Y | +516.6% | -41.4% | +558.0% | +595.5% |
| 5Y | +349.8% | -72.7% | +422.4% | +599.7% |
| 10Y | +1,184.7% | -55.5% | +1,240.2% | +1,330.1% |
| All | +3.8% | +224.4% | -220.6% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling