+8.9%
CAT vs CIEN
+49.1%
-40.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.3% | +4.0% | -2.5% |
| 7D | -17.1% | -25.0% | +7.9% | -10.0% |
| 30D | -30.1% | -30.1% | 0.0% | -23.3% |
| 3M | -32.4% | -33.8% | +1.4% | -25.2% |
| 6M | -32.1% | -49.4% | +17.3% | -20.4% |
| YTD | +4.1% | +16.4% | -12.3% | -1.8% |
| 1Y | +8.9% | +48.9% | -40.0% | -4.3% |
| All | +8.9% | +49.1% | -40.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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