+147.9%
CIEN vs CTAS
+5,906.9%
-5,759.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -15.2% | -1.8% | -13.4% | -14.3% |
| 30D | -21.5% | -0.2% | -21.3% | -21.7% |
| 3M | -40.1% | +11.7% | -51.8% | -45.7% |
| 6M | -6.6% | +0.7% | -7.3% | -11.0% |
| YTD | +37.3% | +7.4% | +29.8% | +25.1% |
| 1Y | +174.5% | -2.1% | +176.7% | +163.3% |
| 3Y | +562.3% | +62.9% | +499.3% | +349.5% |
| 5Y | +463.9% | +111.9% | +352.1% | +221.8% |
| 10Y | +1,302.4% | +652.2% | +650.2% | +218.2% |
| All | +147.9% | +5,906.9% | -5,759.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling