+344.2%
CIEN vs RCAT
+71.1%
+273.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.4% | -0.7% | +9.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.3% |
| 30D | -40.1% | -22.0% | -18.1% | -38.5% |
| 3M | -34.7% | -51.1% | +16.4% | -30.1% |
| 6M | -50.9% | -56.6% | +5.7% | -47.4% |
| YTD | +15.2% | -43.3% | +58.4% | +18.5% |
| 1Y | +35.2% | -51.5% | +86.7% | +40.4% |
| 3Y | +522.6% | +411.4% | +111.2% | +446.2% |
| 5Y | +344.2% | +74.4% | +269.8% | +308.9% |
| All | +344.2% | +71.1% | +273.1% | +308.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling