+5,708.5%
CAT vs CIEN
+110.7%
+5,597.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.5% | +0.1% |
| 7D | -10.3% | -24.1% | +13.8% | -6.8% |
| 30D | -31.2% | -45.5% | +14.3% | -25.1% |
| 3M | -34.7% | -39.7% | +5.1% | -30.3% |
| 6M | -39.5% | -57.8% | +18.3% | -32.4% |
| YTD | -1.7% | +4.1% | -5.7% | -4.1% |
| 1Y | -1.1% | +20.8% | -21.9% | -5.8% |
| 3Y | +143.9% | +463.1% | -319.3% | +83.6% |
| 5Y | +194.8% | +302.3% | -107.5% | +128.8% |
| 10Y | +739.8% | +1,164.4% | -424.6% | +449.5% |
| All | +5,708.5% | +110.7% | +5,597.8% | +3,125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling