+1,146.8%
CIEN vs CHD
+196.1%
+950.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.8% |
| 7D | +15.3% | +3.6% | +11.6% | +14.7% |
| 30D | -22.0% | +10.4% | -32.4% | -23.2% |
| 3M | -36.6% | +12.2% | -48.8% | -37.9% |
| 6M | -51.5% | +19.9% | -71.4% | -53.3% |
| YTD | +20.0% | +36.4% | -16.5% | +12.0% |
| 1Y | +44.5% | +35.1% | +9.3% | +34.9% |
| 3Y | +539.0% | +29.2% | +509.9% | +478.9% |
| 5Y | +356.8% | +33.4% | +323.4% | +297.9% |
| All | +1,146.8% | +196.1% | +950.8% | +842.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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