+1,034.8%
CIEN vs SW
+185.4%
+849.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -15.0% |
| 7D | -34.0% | +4.7% | -38.6% | -34.4% |
| 30D | -48.0% | +5.0% | -53.0% | -48.4% |
| 3M | -43.5% | -7.3% | -36.2% | -43.1% |
| 6M | -57.6% | +15.0% | -72.6% | -58.6% |
| YTD | -1.3% | +18.5% | -19.8% | -4.6% |
| 1Y | +17.9% | +27.1% | -9.3% | +12.9% |
| 3Y | +425.8% | +49.3% | +376.4% | +395.4% |
| 5Y | +281.5% | -1.6% | +283.1% | +265.4% |
| All | +1,034.8% | +185.4% | +849.4% | +669.4% |
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