+592.2%
CIEN vs SRE
+30.8%
+561.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -4.6% | +1.5% | -6.0% | -5.2% |
| 30D | -12.8% | +0.8% | -13.6% | -13.5% |
| 3M | -23.1% | -5.8% | -17.3% | -21.2% |
| 6M | +6.1% | -7.8% | +13.9% | +10.4% |
| YTD | +44.5% | -2.4% | +46.9% | +46.9% |
| 1Y | +176.6% | +8.9% | +167.7% | +168.9% |
| All | +592.2% | +30.8% | +561.4% | +512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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