+539.0%
CIEN vs SHEL
+71.4%
+467.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | +15.3% | +0.8% | +14.5% | +15.0% |
| 30D | -22.0% | -3.6% | -18.4% | -21.2% |
| 3M | -36.6% | +12.0% | -48.7% | -38.9% |
| 6M | -51.5% | +19.7% | -71.2% | -54.3% |
| YTD | +20.0% | +39.6% | -19.7% | +4.9% |
| 1Y | +44.5% | +36.4% | +8.0% | +27.5% |
| 3Y | +539.0% | +70.2% | +468.8% | +427.2% |
| All | +539.0% | +71.4% | +467.7% | +427.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling