+509.1%
CIEN vs SHEL
+192.5%
+316.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -4.6% | +3.0% | -7.6% | -5.3% |
| 30D | -12.8% | +7.2% | -20.0% | -14.5% |
| 3M | -23.1% | +12.9% | -36.0% | -25.9% |
| 6M | +6.1% | +13.7% | -7.6% | +1.7% |
| YTD | +44.5% | +33.7% | +10.9% | +31.7% |
| 1Y | +176.6% | +37.9% | +138.7% | +149.6% |
| 3Y | +601.0% | +70.2% | +530.7% | +491.9% |
| 5Y | +509.1% | +192.3% | +316.8% | +362.9% |
| All | +509.1% | +192.5% | +316.6% | +362.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling