+509.1%
CIEN vs CHD
+19.3%
+489.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.2% |
| 7D | -4.6% | -4.2% | -0.4% | -5.1% |
| 30D | -12.8% | -7.6% | -5.2% | -13.6% |
| 3M | -23.1% | -1.6% | -21.5% | -23.1% |
| 6M | +6.1% | -6.3% | +12.4% | +6.0% |
| YTD | +44.5% | +14.6% | +29.9% | +46.0% |
| 1Y | +176.6% | +1.6% | +175.0% | +179.8% |
| 3Y | +601.0% | +3.1% | +597.8% | +586.0% |
| 5Y | +509.1% | +21.1% | +488.0% | +444.1% |
| All | +509.1% | +19.3% | +489.8% | +444.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling