+45.6%
SHOP vs CIEN
-46.9%
+92.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +1.9% |
| 7D | -2.5% | +8.7% | -11.2% | -2.5% |
| 30D | -16.7% | -26.9% | +10.2% | -18.2% |
| 3M | -2.2% | -23.6% | +21.4% | -2.4% |
| 6M | +45.6% | -49.1% | +94.7% | +40.6% |
| All | +45.6% | -46.9% | +92.5% | +40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling