+281.5%
CIEN vs SWK
-25.4%
+306.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -14.3% |
| 7D | -34.0% | +11.3% | -45.2% | -37.0% |
| 30D | -48.0% | +28.1% | -76.1% | -53.2% |
| 3M | -43.5% | +12.6% | -56.1% | -46.6% |
| 6M | -57.6% | +51.7% | -109.3% | -64.6% |
| YTD | -1.3% | +60.0% | -61.3% | -20.2% |
| 1Y | +17.9% | +72.7% | -54.8% | -7.7% |
| 3Y | +425.8% | +46.3% | +379.5% | +320.6% |
| 5Y | +281.5% | -24.6% | +306.1% | +268.7% |
| All | +281.5% | -25.4% | +306.9% | +268.7% |
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