+127.0%
CIEN vs SHW
+5,883.8%
-5,756.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +27.4% | +0.7% | +26.7% | +27.0% |
| 30D | -26.6% | +8.4% | -35.0% | -30.6% |
| 3M | -32.0% | -2.2% | -29.7% | -32.3% |
| 6M | -49.1% | +13.3% | -62.4% | -54.0% |
| YTD | +25.7% | +9.2% | +16.5% | +15.5% |
| 1Y | +40.3% | +2.9% | +37.4% | +33.1% |
| 3Y | +566.2% | +41.1% | +525.1% | +424.3% |
| 5Y | +378.7% | +11.0% | +367.8% | +315.8% |
| 10Y | +1,252.3% | +341.2% | +911.1% | +429.0% |
| All | +127.0% | +5,883.8% | -5,756.8% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling