+12.9%
CIEN vs SRE
+1,451.4%
-1,438.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | +15.3% | +1.8% | +13.5% | +14.4% |
| 30D | -22.0% | -3.0% | -19.0% | -20.9% |
| 3M | -36.6% | -7.3% | -29.4% | -34.7% |
| 6M | -51.5% | -11.9% | -39.6% | -48.9% |
| YTD | +20.0% | -7.9% | +27.8% | +24.3% |
| 1Y | +44.5% | -11.1% | +55.6% | +52.1% |
| 3Y | +539.0% | +24.8% | +514.2% | +471.4% |
| 5Y | +356.8% | +52.4% | +304.5% | +270.6% |
| 10Y | +1,190.4% | +127.9% | +1,062.6% | +728.6% |
| All | +12.9% | +1,451.4% | -1,438.5% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling