+40.3%
CIEN vs SWK
+73.5%
-33.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.3% |
| 7D | +27.4% | -2.0% | +29.3% | +27.8% |
| 30D | -26.6% | +24.6% | -51.2% | -30.8% |
| 3M | -32.0% | +10.8% | -42.7% | -33.4% |
| 6M | -49.1% | +46.1% | -95.1% | -54.6% |
| YTD | +25.7% | +56.8% | -31.1% | +2.5% |
| 1Y | +40.3% | +72.7% | -32.4% | +10.4% |
| All | +40.3% | +73.5% | -33.1% | +10.4% |
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