+1,742.8%
CIEN vs SHAK
+43.4%
+1,699.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +7.0% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -17.2% | -5.2% | -12.0% | -16.3% |
| 3M | -26.9% | +27.3% | -54.1% | -31.4% |
| 6M | +16.0% | -27.9% | +43.9% | +22.1% |
| YTD | +45.9% | -17.0% | +62.9% | +48.3% |
| 1Y | +186.8% | -30.9% | +217.7% | +202.4% |
| 3Y | +607.8% | +3.4% | +604.4% | +564.1% |
| 5Y | +506.7% | -20.5% | +527.2% | +473.3% |
| 10Y | +1,438.7% | +88.3% | +1,350.5% | +1,006.9% |
| All | +1,742.8% | +43.4% | +1,699.4% | +1,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling