-28.5%
CCL vs SWKS
+37.5%
-66.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +3.1% | -2.7% | +5.8% | +4.5% |
| 30D | +17.5% | +8.5% | +9.0% | +12.4% |
| 3M | +6.8% | +17.3% | -10.5% | -5.0% |
| 6M | +18.7% | +25.1% | -6.4% | -1.0% |
| YTD | +3.0% | +33.3% | -30.3% | -19.3% |
| 1Y | +17.7% | +22.9% | -5.2% | -3.4% |
| 3Y | +155.6% | +5.5% | +150.1% | +109.0% |
| 5Y | +30.2% | -41.9% | +72.1% | +51.8% |
| 10Y | -28.5% | +32.4% | -60.9% | -44.8% |
| All | -28.5% | +37.5% | -66.0% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling