+174.5%
CIEN vs FITB
+23.7%
+150.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | +0.6% | -15.8% | -15.3% |
| 30D | -21.5% | -4.7% | -16.7% | -20.6% |
| 3M | -40.1% | +6.7% | -46.7% | -41.2% |
| 6M | -6.6% | +12.6% | -19.1% | -10.7% |
| YTD | +37.3% | +19.1% | +18.1% | +27.0% |
| 1Y | +174.5% | +22.6% | +151.9% | +149.8% |
| All | +174.5% | +23.7% | +150.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling