+539.0%
CIEN vs CNH
+29.5%
+509.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +15.3% | +3.0% | +12.2% | +14.3% |
| 30D | -22.0% | -0.6% | -21.4% | -21.9% |
| 3M | -36.6% | +14.6% | -51.3% | -40.7% |
| 6M | -51.5% | +11.8% | -63.2% | -54.4% |
| YTD | +20.0% | +30.4% | -10.5% | +5.8% |
| 1Y | +44.5% | +19.1% | +25.4% | +31.4% |
| 3Y | +539.0% | +30.2% | +508.9% | +423.9% |
| All | +539.0% | +29.5% | +509.5% | +423.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling