+434.0%
CIEN vs SWKS
-1.9%
+435.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -14.5% |
| 7D | -34.0% | -9.2% | -24.8% | -31.4% |
| 30D | -48.0% | -1.9% | -46.1% | -47.5% |
| 3M | -43.5% | +21.2% | -64.8% | -47.7% |
| 6M | -57.6% | +12.9% | -70.5% | -60.1% |
| YTD | -1.3% | +30.7% | -32.0% | -13.0% |
| 1Y | +17.9% | +14.1% | +3.7% | +9.6% |
| All | +434.0% | -1.9% | +435.9% | +351.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling