+1,249.3%
CIEN vs SE
+355.3%
+894.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.5% | +9.5% |
| 7D | +8.7% | -7.7% | +16.5% | +10.5% |
| 30D | -26.9% | -22.8% | -4.1% | -23.5% |
| 3M | -23.6% | -43.7% | +20.1% | -15.6% |
| 6M | -49.1% | -12.8% | -36.3% | -48.7% |
| YTD | +26.6% | -42.0% | +68.6% | +36.7% |
| 1Y | +42.7% | -48.0% | +90.7% | +57.4% |
| 3Y | +570.8% | +62.7% | +508.1% | +500.8% |
| 5Y | +386.4% | -77.8% | +464.2% | +446.6% |
| All | +1,249.3% | +355.3% | +894.0% | +840.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling