+1,146.8%
CIEN vs CHRW
+128.6%
+1,018.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.6% | -4.6% |
| 7D | +15.3% | +7.3% | +8.0% | +13.1% |
| 30D | -22.0% | -3.6% | -18.4% | -21.3% |
| 3M | -36.6% | -9.6% | -27.1% | -35.3% |
| 6M | -51.5% | -17.0% | -34.5% | -50.2% |
| YTD | +20.0% | -15.4% | +35.4% | +20.5% |
| 1Y | +44.5% | -10.0% | +54.4% | +42.2% |
| 3Y | +539.0% | +82.2% | +456.9% | +367.6% |
| 5Y | +356.8% | +59.4% | +297.5% | +243.7% |
| All | +1,146.8% | +128.6% | +1,018.2% | +578.8% |
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