+163.8%
CIEN vs SHAK
-34.9%
+198.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +4.0% |
| 7D | +8.9% | -8.3% | +17.2% | +10.3% |
| 30D | -19.1% | -12.6% | -6.5% | -17.4% |
| 3M | -21.5% | +9.1% | -30.6% | -23.1% |
| 6M | +2.8% | -31.2% | +34.1% | +12.0% |
| YTD | +49.5% | -21.6% | +71.0% | +56.4% |
| 1Y | +163.8% | -38.8% | +202.6% | +186.1% |
| All | +163.8% | -34.9% | +198.7% | +186.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling