+1,238.4%
CIEN vs SW
+189.7%
+1,048.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -9.8% |
| 7D | -25.0% | +12.1% | -37.1% | -26.2% |
| 30D | -30.1% | +6.6% | -36.7% | -30.8% |
| 3M | -33.8% | -6.0% | -27.8% | -33.4% |
| 6M | -49.4% | +21.5% | -70.9% | -51.0% |
| YTD | +16.4% | +20.3% | -3.9% | +12.3% |
| 1Y | +48.9% | +28.1% | +20.7% | +42.4% |
| 3Y | +520.1% | +51.6% | +468.5% | +483.0% |
| 5Y | +347.6% | -0.1% | +347.7% | +327.9% |
| All | +1,238.4% | +189.7% | +1,048.7% | +805.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling