+1,431.9%
CIEN vs SHW
+281.7%
+1,150.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +5.4% | -4.5% | +9.8% | +7.7% |
| 30D | -13.7% | -12.7% | -1.0% | -7.9% |
| 3M | -23.0% | +4.7% | -27.7% | -26.0% |
| 6M | -0.8% | -3.4% | +2.6% | -0.7% |
| YTD | +43.1% | -1.3% | +44.4% | +41.1% |
| 1Y | +157.6% | -10.4% | +168.0% | +165.8% |
| 3Y | +593.8% | +20.1% | +573.7% | +506.9% |
| 5Y | +520.6% | +10.5% | +510.1% | +451.2% |
| All | +1,431.9% | +281.7% | +1,150.2% | +632.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling