-31.9%
CEG vs SWKS
+14.2%
-46.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -6.2% |
| 7D | -4.8% | -4.9% | +0.2% | -3.9% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -7.9% | +24.2% | -32.1% | -12.0% |
| 6M | -23.2% | +21.5% | -44.7% | -26.1% |
| YTD | -30.1% | +33.5% | -63.6% | -32.4% |
| 1Y | -31.9% | +18.9% | -50.8% | -31.2% |
| All | -31.9% | +14.2% | -46.1% | -31.2% |
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 · 6 months rolling