+14.9%
CVS vs SWKS
+22.9%
-8.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.7% |
| 30D | +4.0% | +8.3% | -4.3% | +4.3% |
| 3M | -6.3% | +20.2% | -26.5% | -5.2% |
| 6M | -0.4% | +24.9% | -25.3% | +1.5% |
| YTD | +15.6% | +33.2% | -17.5% | +17.8% |
| All | +14.9% | +22.9% | -8.1% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling