+48.9%
CIEN vs SHW
+7.3%
+41.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.6% | -15.9% | -8.2% |
| 7D | -25.0% | +13.3% | -38.4% | -24.0% |
| 30D | -30.1% | +14.1% | -44.3% | -29.5% |
| 3M | -33.8% | +0.8% | -34.5% | -32.1% |
| 6M | -49.4% | +17.6% | -67.1% | -49.7% |
| YTD | +16.4% | +13.0% | +3.4% | +19.0% |
| 1Y | +48.9% | +7.0% | +41.9% | +53.2% |
| All | +48.9% | +7.3% | +41.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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