+585.2%
CIEN vs SHAK
-5.6%
+590.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +5.4% | -11.0% | +16.4% | +8.3% |
| 30D | -13.7% | -14.0% | +0.4% | -10.5% |
| 3M | -23.0% | +13.3% | -36.3% | -26.5% |
| 6M | -0.8% | -35.3% | +34.5% | +9.1% |
| YTD | +43.1% | -24.0% | +67.0% | +49.4% |
| 1Y | +157.6% | -36.7% | +194.3% | +182.2% |
| All | +585.2% | -5.6% | +590.8% | +552.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling