+504.6%
CSX vs SWKS
+23.7%
+480.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | -0.1% |
| 7D | -3.4% | +12.5% | -15.9% | -6.6% |
| 30D | -3.1% | +10.5% | -13.6% | -6.0% |
| 3M | +7.2% | -7.4% | +14.6% | +8.4% |
| 6M | +16.2% | +32.7% | -16.5% | +3.8% |
| YTD | +37.5% | +19.2% | +18.4% | +26.5% |
| 1Y | +53.2% | +2.4% | +50.8% | +46.5% |
| 3Y | +68.2% | -25.6% | +93.9% | +68.8% |
| 5Y | +65.2% | -53.4% | +118.7% | +89.3% |
| All | +504.6% | +23.7% | +480.9% | +367.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling