+1,500.5%
CIEN vs SHAK
+87.2%
+1,413.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +3.7% |
| 7D | +8.9% | -8.3% | +17.2% | +11.0% |
| 30D | -19.1% | -12.6% | -6.5% | -16.6% |
| 3M | -21.5% | +9.1% | -30.6% | -23.9% |
| 6M | +2.8% | -31.2% | +34.1% | +9.9% |
| YTD | +49.5% | -21.6% | +71.0% | +54.1% |
| 1Y | +163.8% | -38.8% | +202.6% | +187.6% |
| 3Y | +615.8% | +0.6% | +615.2% | +570.1% |
| 5Y | +548.4% | -22.5% | +570.9% | +510.6% |
| All | +1,500.5% | +87.2% | +1,413.3% | +920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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