+147.9%
CIEN vs FITB
+431.2%
-283.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | +0.6% | -15.8% | -15.4% |
| 30D | -21.5% | -4.7% | -16.7% | -20.3% |
| 3M | -40.1% | +6.7% | -46.7% | -41.4% |
| 6M | -6.6% | +12.6% | -19.1% | -10.3% |
| YTD | +37.3% | +19.1% | +18.1% | +28.8% |
| 1Y | +174.5% | +22.6% | +151.9% | +155.0% |
| 3Y | +562.3% | +127.1% | +435.1% | +406.2% |
| 5Y | +463.9% | +71.8% | +392.1% | +359.4% |
| 10Y | +1,302.4% | +287.2% | +1,015.2% | +726.3% |
| All | +147.9% | +431.2% | -283.4% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling