+174.5%
CIEN vs SE
-38.5%
+213.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -15.2% | -6.1% | -9.1% | -14.6% |
| 30D | -21.5% | -2.5% | -19.0% | -21.6% |
| 3M | -40.1% | +21.7% | -61.8% | -42.3% |
| 6M | -6.6% | +27.0% | -33.6% | -12.2% |
| YTD | +37.3% | -12.1% | +49.4% | +47.0% |
| 1Y | +174.5% | -40.9% | +215.5% | +221.6% |
| All | +174.5% | -38.5% | +213.1% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling