+174.5%
CIEN vs CNH
+29.2%
+145.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.2% |
| 7D | -15.2% | +23.3% | -38.5% | -19.9% |
| 30D | -21.5% | +33.5% | -54.9% | -27.8% |
| 3M | -40.1% | +32.7% | -72.8% | -44.9% |
| 6M | -6.6% | +22.2% | -28.7% | -15.4% |
| YTD | +37.3% | +57.7% | -20.4% | +22.7% |
| 1Y | +174.5% | +28.0% | +146.6% | +150.0% |
| All | +174.5% | +29.2% | +145.3% | +150.0% |
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