+31.2%
CIEN vs FITB
+30.0%
+1.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -9.3% | +0.5% | -9.8% | -9.3% |
| 30D | -39.5% | +7.0% | -46.5% | -40.4% |
| 3M | -29.8% | -4.4% | -25.5% | -29.1% |
| 6M | -50.4% | +11.6% | -61.9% | -52.2% |
| YTD | +16.3% | +18.6% | -2.3% | +4.8% |
| All | +31.2% | +30.0% | +1.2% | +15.8% |
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