+41.1%
CVS vs SWKS
+3.4%
+37.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.6% |
| 7D | -1.6% | +11.8% | -13.4% | -1.2% |
| 30D | +0.4% | +6.7% | -6.4% | +0.6% |
| 3M | -0.4% | 0.0% | -0.4% | -0.6% |
| 6M | +25.1% | +38.7% | -13.6% | +25.6% |
| YTD | +23.9% | +21.4% | +2.5% | +24.8% |
| 1Y | +41.1% | +2.9% | +38.2% | +42.3% |
| All | +41.1% | +3.4% | +37.7% | +42.3% |
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