-9.3%
SHOP vs CIEN
+514.2%
-523.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.3% | -13.9% | -9.9% |
| 7D | -4.1% | -5.3% | +1.2% | -2.8% |
| 30D | -11.5% | -17.2% | +5.7% | -6.6% |
| 3M | +21.1% | -26.9% | +47.9% | +30.8% |
| 6M | +3.0% | +16.0% | -13.0% | -18.3% |
| YTD | -16.7% | +45.9% | -62.6% | -44.0% |
| 1Y | -8.3% | +186.8% | -195.1% | -59.7% |
| 3Y | +112.8% | +607.8% | -495.0% | -54.3% |
| 5Y | -9.3% | +506.7% | -516.0% | -76.5% |
| All | -9.3% | +514.2% | -523.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling