+570.5%
CIEN vs FRSH
-72.0%
+642.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.3% | +7.1% |
| 7D | -5.3% | -10.1% | +4.8% | -3.7% |
| 30D | -17.2% | +2.2% | -19.4% | -17.9% |
| 3M | -26.9% | +28.6% | -55.5% | -31.0% |
| 6M | +16.0% | +40.2% | -24.2% | +6.5% |
| YTD | +45.9% | -1.2% | +47.2% | +42.9% |
| 1Y | +186.8% | -7.9% | +194.7% | +184.4% |
| 3Y | +607.8% | -44.7% | +652.5% | +658.8% |
| All | +570.5% | -72.0% | +642.5% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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