+522.6%
CIEN vs SWKS
+3.5%
+519.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.4% |
| 7D | -5.3% | -2.7% | -2.5% | -4.1% |
| 30D | -40.1% | +8.5% | -48.6% | -41.6% |
| 3M | -34.7% | +17.3% | -52.0% | -38.7% |
| 6M | -50.9% | +25.1% | -76.0% | -55.2% |
| YTD | +15.2% | +33.3% | -18.2% | +0.9% |
| 1Y | +35.2% | +22.9% | +12.3% | +22.3% |
| 3Y | +522.6% | +5.5% | +517.0% | +390.3% |
| All | +522.6% | +3.5% | +519.1% | +390.3% |
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