+873.2%
CIEN vs CNH
+32.2%
+841.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.5% |
| 7D | -24.1% | -1.7% | -22.4% | -23.5% |
| 30D | -45.5% | -7.2% | -38.3% | -44.3% |
| 3M | -39.7% | +6.5% | -46.3% | -42.2% |
| 6M | -57.8% | +7.9% | -65.7% | -59.9% |
| YTD | +4.1% | +26.6% | -22.5% | -7.3% |
| 1Y | +20.8% | +13.8% | +7.1% | +11.5% |
| 3Y | +463.1% | +9.2% | +453.9% | +412.1% |
| 5Y | +302.3% | -15.6% | +317.9% | +290.2% |
| 10Y | +1,164.4% | +119.2% | +1,045.2% | +718.7% |
| All | +873.2% | +32.2% | +841.0% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling