+607.8%
CIEN vs SHW
+23.8%
+584.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.2% |
| 7D | -5.3% | -1.2% | -4.1% | -4.9% |
| 30D | -17.2% | -11.6% | -5.6% | -13.2% |
| 3M | -26.9% | +9.1% | -36.0% | -30.9% |
| 6M | +16.0% | -0.7% | +16.7% | +15.1% |
| YTD | +45.9% | +1.4% | +44.6% | +42.4% |
| 1Y | +186.8% | -12.3% | +199.1% | +201.6% |
| 3Y | +607.8% | +23.4% | +584.4% | +493.7% |
| All | +607.8% | +23.8% | +584.0% | +493.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling