+176.6%
CIEN vs SE
-42.8%
+219.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | -4.6% | -3.6% | -0.9% | -4.2% |
| 30D | -12.8% | -5.3% | -7.5% | -12.6% |
| 3M | -23.1% | +28.1% | -51.2% | -26.9% |
| 6M | +6.1% | +20.7% | -14.5% | +0.9% |
| YTD | +44.5% | -14.8% | +59.3% | +55.4% |
| 1Y | +176.6% | -43.6% | +220.2% | +225.6% |
| All | +176.6% | -42.8% | +219.4% | +225.6% |
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