+31.9%
CIEN vs CHRW
+3,633.2%
-3,601.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.3% | -3.4% | -5.9% | -7.6% |
| 30D | -39.5% | -9.4% | -30.1% | -36.9% |
| 3M | -29.8% | -12.6% | -17.2% | -26.3% |
| 6M | -50.4% | -24.2% | -26.2% | -46.0% |
| YTD | +16.3% | -18.9% | +35.2% | +20.0% |
| 1Y | +30.4% | -13.7% | +44.0% | +30.6% |
| 3Y | +516.6% | +72.6% | +444.0% | +308.9% |
| 5Y | +349.8% | +55.6% | +294.2% | +203.0% |
| 10Y | +1,184.7% | +122.7% | +1,062.0% | +573.7% |
| All | +31.9% | +3,633.2% | -3,601.3% | -85.3% |
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 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