+477.0%
CIEN vs SW
-2.3%
+479.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.9% |
| 7D | -15.2% | -5.1% | -10.1% | -14.5% |
| 30D | -21.5% | -4.6% | -16.9% | -20.9% |
| 3M | -40.1% | +9.4% | -49.5% | -41.1% |
| 6M | -6.6% | +3.5% | -10.1% | -7.7% |
| YTD | +37.3% | +22.0% | +15.2% | +31.6% |
| 1Y | +174.5% | +2.2% | +172.3% | +169.8% |
| 3Y | +562.3% | +19.6% | +542.7% | +534.9% |
| All | +477.0% | -2.3% | +479.4% | +457.2% |
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