+506.7%
CIEN vs CHRW
+90.3%
+416.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.7% |
| 30D | -17.2% | +0.9% | -18.2% | -17.4% |
| 3M | -26.9% | -19.9% | -7.0% | -23.9% |
| 6M | +16.0% | -15.8% | +31.8% | +18.4% |
| YTD | +45.9% | -5.6% | +51.5% | +43.4% |
| 1Y | +186.8% | +21.0% | +165.8% | +162.0% |
| 3Y | +607.8% | +86.0% | +521.7% | +462.2% |
| 5Y | +506.7% | +88.6% | +418.1% | +384.3% |
| All | +506.7% | +90.3% | +416.5% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling