+13.0%
CVS vs SWKS
-37.3%
+50.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +6.6% | +9.4% | -2.9% | +5.4% |
| 30D | -0.4% | +17.0% | -17.4% | -2.3% |
| 3M | -5.3% | +28.9% | -34.2% | -8.5% |
| 6M | -7.7% | +33.1% | -40.8% | -11.9% |
| YTD | +16.0% | +44.8% | -28.7% | +8.4% |
| 1Y | +16.2% | +36.2% | -20.0% | +9.6% |
| 3Y | +47.6% | +11.5% | +36.1% | +41.8% |
| All | +13.0% | -37.3% | +50.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling