+1,440.6%
CIEN vs SE
+569.0%
+871.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.2% |
| 7D | -4.6% | -3.6% | -0.9% | -3.9% |
| 30D | -12.8% | -5.3% | -7.5% | -12.3% |
| 3M | -23.1% | +28.1% | -51.2% | -27.1% |
| 6M | +6.1% | +20.7% | -14.5% | +1.2% |
| YTD | +44.5% | -14.8% | +59.3% | +46.0% |
| 1Y | +176.6% | -43.6% | +220.2% | +201.1% |
| 3Y | +601.0% | +184.2% | +416.7% | +468.8% |
| 5Y | +509.1% | -66.3% | +575.4% | +535.9% |
| All | +1,440.6% | +569.0% | +871.6% | +904.9% |
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