+1,151.6%
CIEN vs FITB
+224.9%
+926.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -9.3% | +0.5% | -9.8% | -9.4% |
| 30D | -39.5% | +7.0% | -46.5% | -41.0% |
| 3M | -29.8% | -4.4% | -25.5% | -28.8% |
| 6M | -50.4% | +11.6% | -61.9% | -52.7% |
| YTD | +16.3% | +18.6% | -2.3% | +7.7% |
| 1Y | +30.4% | +29.8% | +0.5% | +16.7% |
| 3Y | +516.6% | +140.7% | +375.9% | +340.9% |
| 5Y | +349.8% | +48.6% | +301.1% | +271.0% |
| All | +1,151.6% | +224.9% | +926.7% | +576.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling