+1,460.5%
CIEN vs CNH
+157.1%
+1,303.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | -4.6% | +1.8% | -6.4% | -5.5% |
| 30D | -12.8% | +32.6% | -45.5% | -22.2% |
| 3M | -23.1% | +29.4% | -52.5% | -31.1% |
| 6M | +6.1% | +26.0% | -19.9% | -4.2% |
| YTD | +44.5% | +52.2% | -7.7% | +21.0% |
| 1Y | +176.6% | +23.9% | +152.8% | +148.8% |
| 3Y | +601.0% | +10.1% | +590.8% | +539.6% |
| 5Y | +509.1% | +13.2% | +496.0% | +433.3% |
| 10Y | +1,460.5% | +160.7% | +1,299.8% | +827.1% |
| All | +1,460.5% | +157.1% | +1,303.4% | +827.1% |
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