+187.4%
CEG vs SWKS
-25.5%
+212.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +3.9% |
| 7D | +8.0% | +12.5% | -4.5% | +4.7% |
| 30D | +12.9% | +10.5% | +2.4% | +10.0% |
| 3M | +13.2% | -7.4% | +20.6% | +15.0% |
| 6M | -7.0% | +32.7% | -39.7% | -15.1% |
| YTD | -15.0% | +19.2% | -34.2% | -20.2% |
| 1Y | -2.7% | +2.4% | -5.1% | -4.9% |
| All | +187.4% | -25.5% | +212.8% | +171.8% |
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