+607.8%
CIEN vs SE
+194.4%
+413.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.1% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -17.2% | -0.1% | -17.2% | -17.7% |
| 3M | -26.9% | +34.1% | -61.0% | -32.9% |
| 6M | +16.0% | +23.2% | -7.2% | +7.9% |
| YTD | +45.9% | -11.2% | +57.1% | +48.0% |
| 1Y | +186.8% | -40.5% | +227.3% | +225.1% |
| 3Y | +607.8% | +196.3% | +411.5% | +528.3% |
| All | +607.8% | +194.4% | +413.4% | +528.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling