+695.3%
CAT vs SWKS
+49.5%
+645.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.3% |
| 7D | +9.3% | +10.9% | -1.5% | +5.5% |
| 30D | -21.5% | +17.6% | -39.1% | -25.8% |
| 3M | -29.1% | +29.2% | -58.3% | -36.0% |
| 6M | -33.4% | +37.0% | -70.3% | -41.7% |
| YTD | +6.6% | +44.9% | -38.4% | -9.6% |
| 1Y | +6.5% | +33.8% | -27.3% | -7.1% |
| 3Y | +162.7% | +10.2% | +152.5% | +132.1% |
| 5Y | +214.2% | -37.0% | +251.2% | +228.6% |
| All | +695.3% | +49.5% | +645.8% | +465.3% |
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