+506.7%
CIEN vs FITB
+71.1%
+435.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.6% |
| 7D | -5.3% | +2.8% | -8.1% | -6.5% |
| 30D | -17.2% | -4.5% | -12.7% | -15.7% |
| 3M | -26.9% | +5.7% | -32.5% | -28.9% |
| 6M | +16.0% | +17.1% | -1.1% | +7.5% |
| YTD | +45.9% | +18.3% | +27.6% | +33.6% |
| 1Y | +186.8% | +23.9% | +162.9% | +156.7% |
| 3Y | +607.8% | +131.1% | +476.7% | +392.1% |
| 5Y | +506.7% | +71.1% | +435.7% | +365.1% |
| All | +506.7% | +71.1% | +435.6% | +365.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling