+145.2%
CCL vs SWKS
-1.9%
+147.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.5% | -4.8% |
| 7D | +2.6% | -9.2% | +11.8% | +5.8% |
| 30D | +11.3% | -1.9% | +13.2% | +11.7% |
| 3M | +0.3% | +21.2% | -21.0% | -8.5% |
| 6M | +16.1% | +12.9% | +3.2% | +6.4% |
| YTD | -1.6% | +30.7% | -32.3% | -16.3% |
| 1Y | +11.8% | +14.1% | -2.4% | +0.7% |
| All | +145.2% | -1.9% | +147.1% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling