+10,299.8%
CSX vs SWKS
+9,318.3%
+981.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.0% |
| 7D | +0.1% | -4.9% | +5.1% | +0.7% |
| 30D | +9.7% | -1.2% | +10.9% | +9.8% |
| 3M | +2.3% | +24.2% | -21.9% | -0.8% |
| 6M | +17.1% | +21.5% | -4.4% | +13.0% |
| YTD | +44.9% | +33.5% | +11.4% | +37.9% |
| 1Y | +47.1% | +18.9% | +28.2% | +41.8% |
| 3Y | +78.6% | +0.4% | +78.2% | +72.5% |
| 5Y | +57.2% | -44.3% | +101.5% | +61.1% |
| 10Y | +479.2% | +37.1% | +442.1% | +430.0% |
| All | +10,299.8% | +9,318.3% | +981.4% | +5,518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling