+344.2%
CIEN vs CTAS
+114.0%
+230.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -40.1% | +10.3% | -50.4% | -41.9% |
| 3M | -34.7% | +10.2% | -44.9% | -36.8% |
| 6M | -50.9% | +34.4% | -85.2% | -57.2% |
| YTD | +15.2% | +19.6% | -4.4% | +5.3% |
| 1Y | +35.2% | +21.8% | +13.4% | +22.1% |
| 3Y | +522.6% | +74.1% | +448.5% | +324.8% |
| 5Y | +344.2% | +114.0% | +230.2% | +138.7% |
| All | +344.2% | +114.0% | +230.2% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling