+607.8%
CIEN vs FITB
+133.7%
+474.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | -5.3% | +2.8% | -8.1% | -6.6% |
| 30D | -17.2% | -4.5% | -12.7% | -15.5% |
| 3M | -26.9% | +5.7% | -32.5% | -29.2% |
| 6M | +16.0% | +17.1% | -1.1% | +6.3% |
| YTD | +45.9% | +18.3% | +27.6% | +31.3% |
| 1Y | +186.8% | +23.9% | +162.9% | +151.2% |
| 3Y | +607.8% | +131.1% | +476.7% | +375.5% |
| All | +607.8% | +133.7% | +474.1% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling