+158.3%
CAT vs CIEN
+538.9%
-380.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.7% | +0.4% |
| 7D | +7.4% | +15.3% | -7.8% | +3.2% |
| 30D | -19.7% | -22.0% | +2.3% | -14.8% |
| 3M | -29.6% | -36.6% | +7.0% | -22.0% |
| 6M | -33.2% | -51.5% | +18.3% | -21.9% |
| YTD | +5.7% | +20.0% | -14.3% | -2.6% |
| 1Y | +9.3% | +44.5% | -35.1% | -4.1% |
| 3Y | +158.3% | +539.0% | -380.7% | +45.2% |
| All | +158.3% | +538.9% | -380.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling