+192.1%
CAT vs SWKS
-44.4%
+236.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.7% |
| 7D | -14.5% | -9.2% | -5.3% | -11.9% |
| 30D | -35.7% | -1.9% | -33.8% | -35.5% |
| 3M | -36.3% | +21.2% | -57.5% | -40.9% |
| 6M | -38.5% | +12.9% | -51.4% | -42.3% |
| YTD | -2.5% | +30.7% | -33.3% | -13.2% |
| 1Y | -1.9% | +14.1% | -16.0% | -8.8% |
| 3Y | +139.2% | -1.7% | +140.9% | +120.6% |
| 5Y | +192.1% | -43.0% | +235.1% | +198.0% |
| All | +192.1% | -44.4% | +236.6% | +198.0% |
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