+147.9%
CIEN vs SHW
+5,582.8%
-5,434.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -15.2% | -3.2% | -11.9% | -13.7% |
| 30D | -21.5% | -9.5% | -12.0% | -17.2% |
| 3M | -40.1% | +11.5% | -51.5% | -44.5% |
| 6M | -6.6% | -3.5% | -3.0% | -6.0% |
| YTD | +37.3% | +3.7% | +33.5% | +31.8% |
| 1Y | +174.5% | -7.9% | +182.4% | +179.2% |
| 3Y | +562.3% | +24.7% | +537.6% | +465.7% |
| 5Y | +463.9% | +13.6% | +450.4% | +390.2% |
| 10Y | +1,302.4% | +283.0% | +1,019.4% | +499.4% |
| All | +147.9% | +5,582.8% | -5,434.9% | -72.1% |
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