+718.0%
CAT vs SWKS
+31.5%
+686.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.7% |
| 7D | -14.5% | -9.2% | -5.3% | -11.6% |
| 30D | -35.7% | -1.9% | -33.8% | -35.4% |
| 3M | -36.3% | +21.2% | -57.5% | -41.3% |
| 6M | -38.5% | +12.9% | -51.4% | -42.7% |
| YTD | -2.5% | +30.7% | -33.3% | -14.3% |
| 1Y | -1.9% | +14.1% | -16.0% | -9.6% |
| 3Y | +139.2% | -1.7% | +140.9% | +119.9% |
| 5Y | +192.1% | -43.0% | +235.1% | +216.1% |
| All | +718.0% | +31.5% | +686.4% | +506.6% |
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 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