+147.9%
CIEN vs CAH
+1,917.6%
-1,769.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -15.2% | +5.4% | -20.6% | -17.1% |
| 30D | -21.5% | +3.3% | -24.8% | -22.8% |
| 3M | -40.1% | +22.8% | -62.9% | -45.4% |
| 6M | -6.6% | +11.3% | -17.8% | -11.7% |
| YTD | +37.3% | +21.1% | +16.1% | +25.1% |
| 1Y | +174.5% | +67.2% | +107.3% | +116.9% |
| 3Y | +562.3% | +195.6% | +366.6% | +301.6% |
| 5Y | +463.9% | +413.8% | +50.1% | +164.0% |
| 10Y | +1,302.4% | +309.6% | +992.8% | +559.0% |
| All | +147.9% | +1,917.6% | -1,769.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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