+712.5%
CAT vs SWKS
+37.5%
+675.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +6.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.4% |
| 30D | -25.0% | +8.5% | -33.5% | -27.1% |
| 3M | -28.7% | +17.3% | -46.0% | -33.5% |
| 6M | -33.0% | +25.1% | -58.1% | -39.5% |
| YTD | +5.4% | +33.3% | -27.9% | -7.9% |
| 1Y | +7.3% | +22.9% | -15.6% | -3.6% |
| 3Y | +166.0% | +5.5% | +160.5% | +138.4% |
| 5Y | +210.1% | -41.9% | +252.0% | +233.3% |
| 10Y | +712.5% | +32.4% | +680.1% | +498.3% |
| All | +712.5% | +37.5% | +675.0% | +498.3% |
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 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