+326.0%
CAT vs SWKS
-53.5%
+379.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.6% |
| 7D | +1.7% | +12.5% | -10.8% | -2.1% |
| 30D | -6.6% | +10.5% | -17.1% | -9.7% |
| 3M | -13.3% | -7.4% | -5.9% | -11.7% |
| 6M | +11.6% | +32.7% | -21.0% | +0.3% |
| YTD | +42.9% | +19.2% | +23.8% | +32.5% |
| 1Y | +95.4% | +2.4% | +93.1% | +89.2% |
| 3Y | +196.6% | -25.6% | +222.2% | +201.9% |
| All | +326.0% | -53.5% | +379.5% | +374.8% |
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