+48.9%
CIEN vs SWK
+87.6%
-38.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +13.1% | -22.4% | -11.2% |
| 7D | -25.0% | +17.9% | -42.9% | -27.6% |
| 30D | -30.1% | +31.9% | -62.1% | -35.1% |
| 3M | -33.8% | +16.6% | -50.3% | -35.9% |
| 6M | -49.4% | +61.1% | -110.6% | -56.3% |
| YTD | +16.4% | +64.2% | -47.8% | -5.7% |
| 1Y | +48.9% | +85.2% | -36.3% | +15.3% |
| All | +48.9% | +87.6% | -38.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling