+55.6%
CIEN vs CHRW
+4,173.0%
-4,117.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -15.2% | -1.4% | -13.8% | -14.6% |
| 30D | -21.5% | -3.5% | -18.0% | -20.2% |
| 3M | -40.1% | -19.4% | -20.7% | -35.2% |
| 6M | -6.6% | -21.4% | +14.8% | +1.1% |
| YTD | +37.3% | -7.1% | +44.4% | +34.9% |
| 1Y | +174.5% | +17.8% | +156.7% | +136.4% |
| 3Y | +562.3% | +78.8% | +483.5% | +340.1% |
| 5Y | +463.9% | +83.5% | +380.4% | +255.3% |
| 10Y | +1,302.4% | +160.2% | +1,142.1% | +592.6% |
| All | +55.6% | +4,173.0% | -4,117.4% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling