+139.0%
SHOP vs CIEN
+527.8%
-388.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.8% |
| 7D | +2.8% | -9.3% | +12.2% | +4.5% |
| 30D | -14.2% | -39.5% | +25.3% | -5.4% |
| 3M | -5.5% | -29.8% | +24.3% | -0.5% |
| 6M | +32.8% | -50.4% | +83.1% | +48.9% |
| YTD | -8.9% | +16.3% | -25.3% | -30.7% |
| 1Y | -7.7% | +30.4% | -38.1% | -34.3% |
| 3Y | +139.0% | +516.6% | -377.6% | -25.8% |
| All | +139.0% | +527.8% | -388.8% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling