-35.8%
CBRS vs SWKS
+10.9%
-46.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.6% |
| 7D | +15.7% | +11.8% | +3.9% | +11.2% |
| 30D | -11.9% | +6.7% | -18.6% | -14.2% |
| 3M | -16.0% | 0.0% | -16.0% | -21.8% |
| All | -35.8% | +10.9% | -46.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling