+1,146.8%
CIEN vs SWKS
+49.3%
+1,097.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +15.3% | +9.4% | +5.8% | +10.9% |
| 30D | -22.0% | +17.0% | -39.0% | -26.7% |
| 3M | -36.6% | +28.9% | -65.6% | -43.8% |
| 6M | -51.5% | +33.1% | -84.6% | -57.9% |
| YTD | +20.0% | +44.8% | -24.8% | -2.0% |
| 1Y | +44.5% | +36.2% | +8.2% | +21.3% |
| 3Y | +539.0% | +11.5% | +527.6% | +448.9% |
| 5Y | +356.8% | -37.1% | +393.9% | +395.8% |
| All | +1,146.8% | +49.3% | +1,097.5% | +760.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling