+344.2%
CIEN vs SE
-77.7%
+421.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +10.1% |
| 7D | -5.3% | +3.3% | -8.6% | -5.8% |
| 30D | -40.1% | -18.2% | -22.0% | -37.8% |
| 3M | -34.7% | -31.3% | -3.4% | -30.3% |
| 6M | -50.9% | -10.1% | -40.8% | -50.8% |
| YTD | +15.2% | -38.9% | +54.1% | +24.0% |
| 1Y | +35.2% | -48.0% | +83.2% | +50.4% |
| 3Y | +522.6% | +78.8% | +443.8% | +453.4% |
| 5Y | +344.2% | -77.1% | +421.4% | +352.2% |
| All | +344.2% | -77.7% | +421.9% | +352.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling