+95.9%
CEG vs SWKS
-1.9%
+97.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | -9.4% | -9.2% | -0.2% | -7.2% |
| 30D | -20.2% | -1.9% | -18.3% | -19.9% |
| 3M | -9.5% | +21.2% | -30.7% | -14.6% |
| 6M | -25.0% | +12.9% | -37.9% | -28.5% |
| YTD | -31.9% | +30.7% | -62.6% | -38.1% |
| 1Y | -33.7% | +14.1% | -47.8% | -37.2% |
| All | +95.9% | -1.9% | +97.8% | +71.2% |
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 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