+48.9%
CIEN vs CNH
+15.2%
+33.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -9.3% |
| 7D | -25.0% | +6.5% | -31.5% | -25.8% |
| 30D | -30.1% | -12.0% | -18.2% | -28.4% |
| 3M | -33.8% | +4.4% | -38.1% | -36.0% |
| 6M | -49.4% | +15.7% | -65.1% | -53.1% |
| YTD | +16.4% | +28.2% | -11.8% | +7.8% |
| 1Y | +48.9% | +14.8% | +34.1% | +41.8% |
| All | +48.9% | +15.2% | +33.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling