+1,261.7%
CIEN vs CTAS
+832.5%
+429.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.5% |
| 7D | +8.7% | -0.8% | +9.5% | +9.1% |
| 30D | -26.9% | +10.7% | -37.6% | -30.2% |
| 3M | -23.6% | +11.0% | -34.6% | -27.4% |
| 6M | -49.1% | +38.7% | -87.8% | -57.3% |
| YTD | +26.6% | +21.8% | +4.8% | +12.1% |
| 1Y | +42.7% | +23.6% | +19.1% | +25.3% |
| 3Y | +570.8% | +74.9% | +495.9% | +382.7% |
| 5Y | +386.4% | +119.5% | +267.0% | +208.9% |
| 10Y | +1,261.7% | +820.2% | +441.5% | +325.5% |
| All | +1,261.7% | +832.5% | +429.3% | +325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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