+84.9%
CIEN vs FRMI
-89.6%
+174.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +26.7% | -31.3% | -10.5% |
| 7D | +15.3% | +66.2% | -51.0% | +1.0% |
| 30D | -22.0% | -17.4% | -4.6% | -20.2% |
| 3M | -36.6% | -60.5% | +23.8% | -25.5% |
| 6M | -51.5% | -56.5% | +5.0% | -45.6% |
| YTD | +20.0% | -67.4% | +87.3% | +38.7% |
| 1Y | +44.5% | -85.1% | +129.5% | +85.5% |
| All | +84.9% | -89.6% | +174.5% | +145.4% |
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