+373.5%
CIEN vs CAI
-9.9%
+383.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.2% | +4.4% |
| 7D | +8.9% | -2.9% | +11.8% | +9.1% |
| 30D | -19.1% | +9.3% | -28.4% | -19.7% |
| 3M | -21.5% | +35.2% | -56.7% | -23.9% |
| 6M | +2.8% | +30.7% | -27.9% | -0.3% |
| YTD | +49.5% | -9.8% | +59.2% | +49.7% |
| 1Y | +163.8% | -28.9% | +192.7% | +164.0% |
| All | +373.5% | -9.9% | +383.4% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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