+65.3%
CVS vs SWKS
-25.5%
+90.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | +4.0% | +12.5% | -8.6% | +2.6% |
| 30D | -2.4% | +10.5% | -12.9% | -3.5% |
| 3M | +2.7% | -7.4% | +10.1% | +3.3% |
| 6M | +21.9% | +32.7% | -10.8% | +15.7% |
| YTD | +24.7% | +19.2% | +5.6% | +20.2% |
| 1Y | +35.4% | +2.4% | +33.1% | +33.4% |
| All | +65.3% | -25.5% | +90.8% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling