+78.2%
CIEN vs SWK
+590.0%
-511.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -13.8% |
| 7D | -34.0% | +11.3% | -45.2% | -38.9% |
| 30D | -48.0% | +28.1% | -76.1% | -55.9% |
| 3M | -43.5% | +12.6% | -56.1% | -48.5% |
| 6M | -57.6% | +51.7% | -109.3% | -67.9% |
| YTD | -1.3% | +60.0% | -61.3% | -28.7% |
| 1Y | +17.9% | +72.7% | -54.8% | -18.7% |
| 3Y | +425.8% | +46.3% | +379.5% | +273.3% |
| 5Y | +281.5% | -24.6% | +306.1% | +278.5% |
| 10Y | +1,099.0% | +32.2% | +1,066.8% | +601.7% |
| All | +78.2% | +590.0% | -511.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling