+124.9%
CIEN vs FRMI
-77.3%
+202.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.5% | -5.2% | +4.1% |
| 7D | -5.3% | +23.3% | -28.6% | -9.1% |
| 30D | -17.2% | -7.6% | -9.6% | -16.6% |
| 3M | -26.9% | +0.2% | -27.0% | -28.7% |
| 6M | +16.0% | -28.7% | +44.7% | +18.3% |
| YTD | +45.9% | -28.6% | +74.6% | +47.2% |
| All | +124.9% | -77.3% | +202.2% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling