+79.1%
CME vs SWKS
-53.5%
+132.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | -1.6% | +12.5% | -14.1% | -1.7% |
| 30D | +6.2% | +10.5% | -4.3% | +6.1% |
| 3M | +10.4% | -7.4% | +17.8% | +10.8% |
| 6M | -9.5% | +32.7% | -42.2% | -10.2% |
| YTD | +6.0% | +19.2% | -13.1% | +5.5% |
| 1Y | +9.3% | +2.4% | +6.9% | +9.1% |
| 3Y | +57.7% | -25.6% | +83.3% | +59.8% |
| All | +79.1% | -53.5% | +132.6% | +87.9% |
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