+1,188.7%
CIEN vs CNH
+134.0%
+1,054.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.9% | -0.2% | +6.9% |
| 7D | -5.3% | +8.6% | -13.8% | -7.7% |
| 30D | -40.1% | +12.6% | -52.7% | -42.6% |
| 3M | -34.7% | +17.5% | -52.2% | -39.4% |
| 6M | -50.9% | +18.1% | -69.0% | -54.8% |
| YTD | +15.2% | +40.4% | -25.2% | -1.3% |
| 1Y | +35.2% | +34.0% | +1.2% | +17.6% |
| 3Y | +522.6% | +35.3% | +487.3% | +424.0% |
| 5Y | +344.2% | -5.1% | +349.3% | +313.0% |
| 10Y | +1,188.7% | +124.0% | +1,064.6% | +825.4% |
| All | +1,188.7% | +134.0% | +1,054.7% | +825.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling