+509.1%
CIEN vs SRE
+48.6%
+460.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.3% |
| 6M | +6.1% | -7.8% | +13.9% | +10.0% |
| YTD | +44.5% | -2.4% | +46.9% | +46.5% |
| 1Y | +176.6% | +8.9% | +167.7% | +168.1% |
| 3Y | +601.0% | +31.1% | +569.9% | +514.2% |
| 5Y | +509.1% | +48.6% | +460.5% | +417.6% |
| All | +509.1% | +48.6% | +460.5% | +417.6% |
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