+25,808.1%
CAT vs SWKS
+8,307.4%
+17,500.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.3% |
| 7D | +1.7% | +12.5% | -10.8% | +0.1% |
| 30D | -6.6% | +10.5% | -17.1% | -7.9% |
| 3M | -13.3% | -7.4% | -5.9% | -12.5% |
| 6M | +11.6% | +32.7% | -21.0% | +7.1% |
| YTD | +42.9% | +19.2% | +23.8% | +38.9% |
| 1Y | +95.4% | +2.4% | +93.1% | +93.4% |
| 3Y | +196.6% | -25.6% | +222.2% | +201.8% |
| 5Y | +321.7% | -53.4% | +375.1% | +350.2% |
| 10Y | +1,140.8% | +23.2% | +1,117.6% | +1,063.4% |
| All | +25,808.1% | +8,307.4% | +17,500.7% | +14,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling