-0.5%
SHOP vs CIEN
+348.8%
-349.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.9% |
| 7D | +2.8% | -9.3% | +12.2% | +5.4% |
| 30D | -14.2% | -39.5% | +25.3% | 0.0% |
| 3M | -5.5% | -29.8% | +24.3% | +2.0% |
| 6M | +32.8% | -50.4% | +83.1% | +56.6% |
| YTD | -8.9% | +16.3% | -25.3% | -36.2% |
| 1Y | -7.7% | +30.4% | -38.1% | -40.7% |
| 3Y | +139.0% | +516.6% | -377.6% | -50.9% |
| 5Y | -0.5% | +349.8% | -350.3% | -72.3% |
| All | -0.5% | +348.8% | -349.3% | -72.3% |
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