+18,766.1%
CAT vs SWKS
+9,318.3%
+9,447.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.8% |
| 7D | -17.1% | -4.9% | -12.2% | -16.6% |
| 30D | -30.1% | -1.2% | -28.9% | -30.1% |
| 3M | -32.4% | +24.2% | -56.5% | -34.6% |
| 6M | -32.1% | +21.5% | -53.6% | -34.4% |
| YTD | +4.1% | +33.5% | -29.4% | -0.8% |
| 1Y | +8.9% | +18.9% | -10.0% | +5.4% |
| 3Y | +155.5% | +0.4% | +155.1% | +149.2% |
| 5Y | +215.5% | -44.3% | +259.8% | +227.9% |
| 10Y | +788.9% | +37.1% | +751.7% | +718.6% |
| All | +18,766.1% | +9,318.3% | +9,447.8% | +10,364.4% |
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