+350.0%
CIEN vs SW
-0.1%
+350.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -9.8% |
| 7D | -25.0% | +12.1% | -37.1% | -26.3% |
| 30D | -30.1% | +6.6% | -36.7% | -30.9% |
| 3M | -33.8% | -6.0% | -27.8% | -33.3% |
| 6M | -49.4% | +21.5% | -70.9% | -51.2% |
| YTD | +16.4% | +20.3% | -3.9% | +11.6% |
| 1Y | +48.9% | +28.1% | +20.7% | +41.2% |
| 3Y | +520.1% | +51.6% | +468.5% | +484.7% |
| All | +350.0% | -0.1% | +350.1% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling