-25.4%
CEG vs SWKS
+20.8%
-46.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.3% |
| 30D | -10.2% | +8.3% | -18.5% | -11.3% |
| 3M | -0.8% | +20.2% | -21.1% | -4.6% |
| 6M | -11.5% | +24.9% | -36.5% | -14.9% |
| YTD | -23.9% | +33.2% | -57.0% | -26.1% |
| 1Y | -25.4% | +23.6% | -49.0% | -25.4% |
| All | -25.4% | +20.8% | -46.2% | -25.4% |
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