+349.8%
CIEN vs SWKS
-41.6%
+391.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -9.3% | -3.1% | -6.2% | -7.8% |
| 30D | -39.5% | +8.3% | -47.8% | -41.2% |
| 3M | -29.8% | +20.2% | -50.1% | -35.8% |
| 6M | -50.4% | +24.9% | -75.3% | -55.8% |
| YTD | +16.3% | +33.2% | -16.8% | -1.5% |
| 1Y | +30.4% | +23.6% | +6.8% | +14.3% |
| 3Y | +516.6% | +1.3% | +515.3% | +441.6% |
| 5Y | +349.8% | -40.6% | +390.3% | +409.6% |
| All | +349.8% | -41.6% | +391.4% | +409.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling