+116.6%
CIEN vs SHEL
+750.3%
-633.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.2% |
| 7D | +15.3% | +0.8% | +14.5% | +14.8% |
| 30D | -22.0% | -3.6% | -18.4% | -20.7% |
| 3M | -36.6% | +12.0% | -48.7% | -40.5% |
| 6M | -51.5% | +19.7% | -71.2% | -56.2% |
| YTD | +20.0% | +39.6% | -19.7% | -0.3% |
| 1Y | +44.5% | +36.4% | +8.0% | +21.4% |
| 3Y | +539.0% | +70.2% | +468.8% | +374.0% |
| 5Y | +356.8% | +169.2% | +187.6% | +156.7% |
| 10Y | +1,190.4% | +217.1% | +973.4% | +471.2% |
| All | +116.6% | +750.3% | -633.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling