+183.3%
CAT vs CIEN
+301.0%
-117.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | -0.5% |
| 7D | -10.3% | -24.1% | +13.8% | -4.0% |
| 30D | -31.2% | -45.5% | +14.3% | -20.2% |
| 3M | -34.7% | -39.7% | +5.1% | -26.9% |
| 6M | -39.5% | -57.8% | +18.3% | -26.8% |
| YTD | -1.7% | +4.1% | -5.7% | -5.9% |
| 1Y | -1.1% | +20.8% | -21.9% | -9.1% |
| 3Y | +143.9% | +463.1% | -319.3% | +48.1% |
| All | +183.3% | +301.0% | -117.7% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling