+695.3%
CAT vs CIEN
+1,220.1%
-524.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +9.3% | +27.4% | -18.0% | +2.2% |
| 30D | -21.5% | -26.6% | +5.1% | -15.4% |
| 3M | -29.1% | -32.0% | +2.9% | -22.9% |
| 6M | -33.4% | -49.1% | +15.7% | -22.8% |
| YTD | +6.6% | +25.7% | -19.2% | -4.4% |
| 1Y | +6.5% | +40.3% | -33.8% | -7.6% |
| 3Y | +162.7% | +566.2% | -403.5% | +43.4% |
| 5Y | +214.2% | +378.7% | -164.5% | +80.9% |
| All | +695.3% | +1,220.1% | -524.8% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling