+11.9%
SHOP vs CIEN
-5.4%
+17.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.4% |
| 7D | -5.1% | -15.2% | +10.1% | -6.3% |
| 30D | +0.6% | -21.5% | +22.1% | -1.1% |
| 3M | +25.0% | -40.1% | +65.1% | +22.0% |
| 6M | +11.9% | -6.6% | +18.5% | +3.9% |
| All | +11.9% | -5.4% | +17.3% | +3.9% |
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