+1,460.5%
CIEN vs CHRW
+170.5%
+1,289.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | +4.1% | -8.6% | -5.7% |
| 30D | -12.8% | +1.9% | -14.7% | -13.3% |
| 3M | -23.1% | -21.2% | -1.9% | -18.4% |
| 6M | +6.1% | -16.7% | +22.8% | +9.5% |
| YTD | +44.5% | -5.4% | +49.9% | +41.6% |
| 1Y | +176.6% | +21.2% | +155.4% | +146.6% |
| 3Y | +601.0% | +86.5% | +514.5% | +418.0% |
| 5Y | +509.1% | +93.0% | +416.1% | +329.6% |
| 10Y | +1,460.5% | +174.5% | +1,286.0% | +744.0% |
| All | +1,460.5% | +170.5% | +1,289.9% | +744.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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