+48.9%
CIEN vs SWKS
+14.2%
+34.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.4% |
| 7D | -25.0% | -4.9% | -20.1% | -23.7% |
| 30D | -30.1% | -1.2% | -29.0% | -29.8% |
| 3M | -33.8% | +24.2% | -57.9% | -38.2% |
| 6M | -49.4% | +21.5% | -70.9% | -52.1% |
| YTD | +16.4% | +33.5% | -17.1% | +7.7% |
| 1Y | +48.9% | +18.9% | +30.0% | +47.8% |
| All | +48.9% | +14.2% | +34.7% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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