-30.8%
CCL vs SWKS
+33.1%
-63.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | +3.1% | -6.2% | +9.3% | +6.4% |
| 30D | +13.7% | -1.5% | +15.2% | +14.1% |
| 3M | +3.8% | +23.0% | -19.2% | -10.1% |
| 6M | +9.3% | +27.6% | -18.3% | -10.0% |
| YTD | -1.1% | +32.3% | -33.4% | -22.2% |
| 1Y | +14.6% | +20.1% | -5.6% | -4.8% |
| 3Y | +146.4% | +0.6% | +145.7% | +107.4% |
| 5Y | +21.9% | -42.3% | +64.2% | +42.5% |
| All | -30.8% | +33.1% | -63.9% | -46.5% |
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 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