+298.3%
CIEN vs CAI
-11.3%
+309.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +27.4% | -8.0% | +35.3% | +28.6% |
| 30D | -26.6% | -18.9% | -7.7% | -23.8% |
| 3M | -32.0% | +7.6% | -39.6% | -31.1% |
| 6M | -49.1% | +43.0% | -92.0% | -50.0% |
| YTD | +25.7% | -11.2% | +36.9% | +28.4% |
| 1Y | +40.3% | -3.3% | +43.6% | +43.4% |
| All | +298.3% | -11.3% | +309.5% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling