+1.4%
CCL vs SWKS
-53.5%
+54.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.9% |
| 7D | -5.0% | +12.5% | -17.6% | -11.3% |
| 30D | -20.3% | +10.5% | -30.8% | -25.0% |
| 3M | -15.1% | -7.4% | -7.7% | -12.6% |
| 6M | -15.1% | +32.7% | -47.8% | -32.4% |
| YTD | -21.8% | +19.2% | -40.9% | -34.0% |
| 1Y | -24.8% | +2.4% | -27.2% | -30.9% |
| 3Y | +51.9% | -25.6% | +77.5% | +58.3% |
| All | +1.4% | -53.5% | +54.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling