+22.4%
CIEN vs FIS
+374.5%
-352.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -15.2% | +1.1% | -16.3% | -15.7% |
| 30D | -21.5% | -2.2% | -19.3% | -21.0% |
| 3M | -40.1% | +2.1% | -42.2% | -42.1% |
| 6M | -6.6% | -14.7% | +8.1% | -3.6% |
| YTD | +37.3% | -35.7% | +73.0% | +60.7% |
| 1Y | +174.5% | -37.1% | +211.6% | +223.7% |
| 3Y | +562.3% | -20.0% | +582.3% | +570.8% |
| 5Y | +463.9% | -62.1% | +526.1% | +680.2% |
| 10Y | +1,302.4% | -37.4% | +1,339.7% | +1,287.9% |
| All | +22.4% | +374.5% | -352.1% | -60.9% |
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 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