-4.9%
SHOP vs CIEN
+49.1%
-54.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.3% | +16.6% | +7.4% |
| 7D | -9.0% | -25.0% | +16.0% | -8.7% |
| 30D | -4.4% | -30.1% | +25.7% | -4.1% |
| 3M | +24.1% | -33.8% | +57.9% | +24.8% |
| 6M | +20.0% | -49.4% | +69.4% | +21.0% |
| YTD | -4.9% | +16.4% | -21.3% | -18.0% |
| 1Y | -4.9% | +48.9% | -53.8% | -26.1% |
| All | -4.9% | +49.1% | -54.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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