+639.5%
CEG vs SWKS
-44.1%
+683.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +3.9% |
| 7D | +8.0% | +12.5% | -4.5% | +4.5% |
| 30D | +12.9% | +10.5% | +2.4% | +9.8% |
| 3M | +13.2% | -7.4% | +20.6% | +15.0% |
| 6M | -7.0% | +32.7% | -39.7% | -15.6% |
| YTD | -15.0% | +19.2% | -34.2% | -20.7% |
| 1Y | -2.7% | +2.4% | -5.1% | -5.4% |
| 3Y | +184.1% | -25.6% | +209.7% | +183.4% |
| All | +639.5% | -44.1% | +683.6% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling