+186.8%
CIEN vs CNH
+20.6%
+166.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.6% | +11.9% | +7.5% |
| 7D | -5.3% | +8.8% | -14.1% | -7.7% |
| 30D | -17.2% | +24.7% | -41.9% | -22.7% |
| 3M | -26.9% | +27.3% | -54.2% | -32.5% |
| 6M | +16.0% | +23.2% | -7.1% | +5.7% |
| YTD | +45.9% | +48.9% | -3.0% | +31.8% |
| 1Y | +186.8% | +19.4% | +167.4% | +163.5% |
| All | +186.8% | +20.6% | +166.2% | +163.5% |
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