+59.9%
CME vs SWKS
+3.5%
+56.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -0.6% | -2.7% | +2.2% | -0.7% |
| 30D | +8.5% | +8.5% | +0.1% | +9.1% |
| 3M | +16.0% | +17.3% | -1.3% | +17.3% |
| 6M | +9.3% | +25.1% | -15.8% | +11.3% |
| YTD | +15.3% | +33.3% | -18.0% | +17.7% |
| 1Y | +14.4% | +22.9% | -8.5% | +16.4% |
| 3Y | +59.9% | +5.5% | +54.4% | +74.8% |
| All | +59.9% | +3.5% | +56.4% | +74.8% |
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