+130.4%
CIEN vs FRMI
-78.1%
+208.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.4% | +4.1% |
| 7D | +8.9% | +7.4% | +1.5% | +7.4% |
| 30D | -19.1% | -27.6% | +8.5% | -14.5% |
| 3M | -21.5% | -20.9% | -0.6% | -19.8% |
| 6M | +2.8% | -36.6% | +39.4% | +7.1% |
| YTD | +49.5% | -31.3% | +80.7% | +51.8% |
| All | +130.4% | -78.1% | +208.5% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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