+1,460.5%
CIEN vs RCAT
-98.5%
+1,559.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.9% |
| 7D | -4.6% | -2.3% | -2.3% | -4.5% |
| 30D | -12.8% | -18.7% | +5.9% | -12.6% |
| 3M | -23.1% | -29.3% | +6.2% | -22.8% |
| 6M | +6.1% | -42.3% | +48.4% | +6.7% |
| YTD | +44.5% | +2.5% | +42.0% | +44.0% |
| 1Y | +176.6% | -5.7% | +182.3% | +175.4% |
| 3Y | +601.0% | +764.9% | -163.9% | +576.8% |
| 5Y | +509.1% | +182.3% | +326.8% | +490.1% |
| 10Y | +1,460.5% | -98.5% | +1,559.0% | +1,311.5% |
| All | +1,460.5% | -98.5% | +1,559.0% | +1,311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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