+492.8%
CEG vs SWKS
-38.7%
+531.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.9% |
| 7D | -9.4% | -9.2% | -0.2% | -7.0% |
| 30D | -20.2% | -1.9% | -18.3% | -19.9% |
| 3M | -9.5% | +21.2% | -30.7% | -14.9% |
| 6M | -25.0% | +12.9% | -37.9% | -28.9% |
| YTD | -31.9% | +30.7% | -62.6% | -38.5% |
| 1Y | -33.7% | +14.1% | -47.8% | -37.7% |
| 3Y | +108.7% | -1.7% | +110.4% | +90.4% |
| All | +492.8% | -38.7% | +531.5% | +452.3% |
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