+3,663.5%
SHOP vs CIEN
+1,306.4%
+2,357.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -1.3% |
| 7D | -2.5% | +8.7% | -11.2% | -5.8% |
| 30D | -16.7% | -26.9% | +10.2% | -8.8% |
| 3M | -2.2% | -23.6% | +21.4% | +2.5% |
| 6M | +45.6% | -49.1% | +94.7% | +70.8% |
| YTD | -7.3% | +26.6% | -33.9% | -32.7% |
| 1Y | -6.1% | +42.7% | -48.8% | -36.6% |
| 3Y | +143.3% | +570.8% | -427.5% | -28.4% |
| 5Y | +0.2% | +386.4% | -386.3% | -65.9% |
| 10Y | +3,663.5% | +1,261.7% | +2,401.8% | +739.0% |
| All | +3,663.5% | +1,306.4% | +2,357.1% | +739.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling