+326.0%
CAT vs CIEN
+465.8%
-139.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +1.7% | -15.2% | +16.9% | +5.9% |
| 30D | -6.6% | -21.5% | +14.9% | -1.1% |
| 3M | -13.3% | -40.1% | +26.8% | -2.3% |
| 6M | +11.6% | -6.6% | +18.2% | +11.3% |
| YTD | +42.9% | +37.3% | +5.7% | +29.0% |
| 1Y | +95.4% | +174.5% | -79.1% | +49.1% |
| 3Y | +196.6% | +562.3% | -365.7% | +74.0% |
| All | +326.0% | +465.8% | -139.8% | +141.9% |
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 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