+1,126.0%
CAT vs CIEN
+1,400.2%
-274.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.7% |
| 7D | +5.6% | -5.3% | +10.8% | +6.8% |
| 30D | -2.3% | -17.2% | +14.9% | +2.1% |
| 3M | -10.0% | -26.9% | +16.9% | -3.2% |
| 6M | +21.2% | +16.0% | +5.2% | +13.9% |
| YTD | +44.4% | +45.9% | -1.5% | +26.4% |
| 1Y | +96.3% | +186.8% | -90.5% | +43.2% |
| 3Y | +203.9% | +607.8% | -403.9% | +65.3% |
| 5Y | +333.5% | +506.7% | -173.2% | +136.5% |
| 10Y | +1,126.0% | +1,438.7% | -312.7% | +411.9% |
| All | +1,126.0% | +1,400.2% | -274.1% | +411.9% |
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