+1,431.9%
CIEN vs CHD
+125.6%
+1,306.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +5.4% | -4.7% | +10.1% | +6.2% |
| 30D | -13.7% | -8.3% | -5.3% | -12.5% |
| 3M | -23.0% | -4.0% | -19.0% | -22.9% |
| 6M | -0.8% | -6.5% | +5.7% | -0.3% |
| YTD | +43.1% | +13.1% | +30.0% | +37.8% |
| 1Y | +157.6% | +2.3% | +155.3% | +153.3% |
| 3Y | +593.8% | +1.8% | +592.0% | +559.8% |
| 5Y | +520.6% | +20.6% | +500.0% | +439.0% |
| All | +1,431.9% | +125.6% | +1,306.3% | +1,045.3% |
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