+1,460.5%
CIEN vs CTAS
+665.9%
+794.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.6% | +1.0% | -5.5% | -5.0% |
| 30D | -12.8% | -1.1% | -11.8% | -12.7% |
| 3M | -23.1% | +11.5% | -34.6% | -28.2% |
| 6M | +6.1% | +0.2% | +5.9% | +3.5% |
| YTD | +44.5% | +7.2% | +37.3% | +35.5% |
| 1Y | +176.6% | 0.0% | +176.6% | +167.3% |
| 3Y | +601.0% | +65.9% | +535.0% | +412.4% |
| 5Y | +509.1% | +109.6% | +399.6% | +292.9% |
| 10Y | +1,460.5% | +683.8% | +776.7% | +374.3% |
| All | +1,460.5% | +665.9% | +794.6% | +374.3% |
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