+44.5%
CIEN vs SHEL
+35.5%
+8.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.7% |
| 7D | +15.3% | +0.8% | +14.5% | +15.2% |
| 30D | -22.0% | -3.6% | -18.4% | -21.6% |
| 3M | -36.6% | +12.0% | -48.7% | -37.3% |
| 6M | -51.5% | +19.7% | -71.2% | -52.2% |
| YTD | +20.0% | +39.6% | -19.7% | +5.6% |
| 1Y | +44.5% | +36.4% | +8.0% | +25.4% |
| All | +44.5% | +35.5% | +8.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling