+1,500.5%
CIEN vs SHEL
+214.0%
+1,286.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +4.2% |
| 7D | +8.9% | +4.1% | +4.8% | +7.6% |
| 30D | -19.1% | +8.4% | -27.5% | -21.1% |
| 3M | -21.5% | +13.7% | -35.2% | -24.8% |
| 6M | +2.8% | +12.7% | -9.9% | -1.5% |
| YTD | +49.5% | +35.3% | +14.2% | +35.1% |
| 1Y | +163.8% | +39.4% | +124.4% | +136.2% |
| 3Y | +615.8% | +71.5% | +544.4% | +496.7% |
| 5Y | +548.4% | +195.0% | +353.4% | +349.2% |
| All | +1,500.5% | +214.0% | +1,286.5% | +960.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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