+9,772.3%
CSX vs SWKS
+8,307.4%
+1,464.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.4% |
| 7D | -3.4% | +12.5% | -15.9% | -4.8% |
| 30D | -3.1% | +10.5% | -13.6% | -4.3% |
| 3M | +7.2% | -7.4% | +14.6% | +7.7% |
| 6M | +16.2% | +32.7% | -16.5% | +11.2% |
| YTD | +37.5% | +19.2% | +18.4% | +33.2% |
| 1Y | +53.2% | +2.4% | +50.8% | +50.7% |
| 3Y | +68.2% | -25.6% | +93.9% | +69.0% |
| 5Y | +65.2% | -53.4% | +118.7% | +73.6% |
| 10Y | +504.1% | +23.2% | +481.0% | +461.9% |
| All | +9,772.3% | +8,307.4% | +1,464.9% | +5,328.0% |
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