+477.0%
CIEN vs SWK
-38.7%
+515.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -15.2% | -0.4% | -14.7% | -15.0% |
| 30D | -21.5% | -5.7% | -15.8% | -19.6% |
| 3M | -40.1% | +24.1% | -64.1% | -45.3% |
| 6M | -6.6% | +24.7% | -31.3% | -15.2% |
| YTD | +37.3% | +33.9% | +3.3% | +19.9% |
| 1Y | +174.5% | +34.7% | +139.9% | +138.1% |
| 3Y | +562.3% | +15.3% | +547.0% | +485.4% |
| All | +477.0% | -38.7% | +515.8% | +509.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling