+12.9%
CIEN vs FIS
+246.2%
-233.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.7% | +2.1% | +5.8% |
| 7D | +8.7% | +1.5% | +7.2% | +8.1% |
| 30D | -26.9% | -11.8% | -15.1% | -24.5% |
| 3M | -23.6% | -28.5% | +4.9% | -14.1% |
| 6M | -49.1% | -27.0% | -22.1% | -44.7% |
| YTD | +26.6% | -53.1% | +79.7% | +65.9% |
| 1Y | +42.7% | -52.8% | +95.5% | +86.6% |
| 3Y | +570.8% | -37.5% | +608.3% | +635.9% |
| 5Y | +386.4% | -71.1% | +457.5% | +639.5% |
| 10Y | +1,261.7% | -52.0% | +1,313.8% | +1,366.4% |
| All | +12.9% | +246.2% | -233.3% | -59.6% |
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