+57.2%
CSX vs SWKS
-44.6%
+101.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | +0.1% | -4.9% | +5.1% | +1.0% |
| 30D | +9.7% | -1.2% | +10.9% | +9.8% |
| 3M | +2.3% | +24.2% | -21.9% | -2.6% |
| 6M | +17.1% | +21.5% | -4.4% | +10.3% |
| YTD | +44.9% | +33.5% | +11.4% | +32.8% |
| 1Y | +47.1% | +18.9% | +28.2% | +38.4% |
| 3Y | +78.6% | +0.4% | +78.2% | +64.9% |
| 5Y | +57.2% | -44.3% | +101.5% | +59.8% |
| All | +57.2% | -44.6% | +101.8% | +59.8% |
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 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