+607.8%
CIEN vs CTAS
+65.1%
+542.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -5.3% | 0.0% | -5.2% | -5.3% |
| 30D | -17.2% | -1.0% | -16.2% | -17.2% |
| 3M | -26.9% | +15.8% | -42.6% | -28.7% |
| 6M | +16.0% | -1.0% | +17.0% | +17.8% |
| YTD | +45.9% | +7.4% | +38.5% | +43.7% |
| 1Y | +186.8% | -0.1% | +186.9% | +190.2% |
| 3Y | +607.8% | +66.3% | +541.5% | +453.2% |
| All | +607.8% | +65.1% | +542.7% | +453.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling