+522.6%
CIEN vs SE
+74.2%
+448.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +10.0% |
| 7D | -5.3% | +3.3% | -8.6% | -5.8% |
| 30D | -40.1% | -18.2% | -22.0% | -37.3% |
| 3M | -34.7% | -31.3% | -3.4% | -29.4% |
| 6M | -50.9% | -10.1% | -40.8% | -51.1% |
| YTD | +15.2% | -38.9% | +54.1% | +27.0% |
| 1Y | +35.2% | -48.0% | +83.2% | +56.4% |
| 3Y | +522.6% | +78.8% | +443.8% | +536.7% |
| All | +522.6% | +74.2% | +448.4% | +536.7% |
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