+15.2%
CME vs SWKS
+22.9%
-7.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | -3.1% | +4.8% | +1.4% |
| 30D | +10.2% | +8.3% | +1.8% | +10.7% |
| 3M | +17.8% | +20.2% | -2.5% | +19.2% |
| 6M | +11.0% | +24.9% | -13.9% | +13.0% |
| YTD | +17.0% | +33.2% | -16.1% | +18.7% |
| All | +15.2% | +22.9% | -7.8% | +16.6% |
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