+147.9%
CIEN vs CHD
+6,453.1%
-6,305.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -15.2% | -2.7% | -12.5% | -14.3% |
| 30D | -21.5% | -4.6% | -16.9% | -20.3% |
| 3M | -40.1% | +5.0% | -45.1% | -41.9% |
| 6M | -6.6% | -3.2% | -3.3% | -6.7% |
| YTD | +37.3% | +18.6% | +18.6% | +25.8% |
| 1Y | +174.5% | +4.8% | +169.7% | +162.3% |
| 3Y | +562.3% | +6.1% | +556.1% | +506.9% |
| 5Y | +463.9% | +24.0% | +440.0% | +372.6% |
| 10Y | +1,302.4% | +124.5% | +1,177.9% | +768.0% |
| All | +147.9% | +6,453.1% | -6,305.2% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling