+355.8%
CIEN vs SRE
+51.3%
+304.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | +15.3% | +1.8% | +13.5% | +14.3% |
| 30D | -22.0% | -3.0% | -19.0% | -20.8% |
| 3M | -36.6% | -7.3% | -29.4% | -34.6% |
| 6M | -51.5% | -11.9% | -39.6% | -48.7% |
| YTD | +20.0% | -7.9% | +27.8% | +25.0% |
| 1Y | +44.5% | -11.1% | +55.6% | +52.9% |
| 3Y | +539.0% | +24.8% | +514.2% | +471.0% |
| All | +355.8% | +51.3% | +304.4% | +284.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling