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  • CIEN vs CTAS✓SelectedUSD · CTASCIEN vs CTAS performance historyLatest closeAs of-0.96%09/09
Stock and ETF performance explorer

CIEN vs CTAS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,460.5%
CTAS return
+665.9%
Excess return
+794.6%
Maximum drawdown
-49.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCTASExcessAlpha
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