+1,760.0%
CVS vs SWKS
+9,294.5%
-7,534.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.4% |
| 30D | +4.0% | +8.3% | -4.3% | +3.4% |
| 3M | -6.3% | +20.2% | -26.5% | -7.8% |
| 6M | -0.4% | +24.9% | -25.3% | -2.6% |
| YTD | +15.6% | +33.2% | -17.5% | +12.0% |
| 1Y | +18.3% | +23.6% | -5.3% | +15.3% |
| 3Y | +47.3% | +1.3% | +46.0% | +44.2% |
| 5Y | +13.2% | -40.6% | +53.8% | +14.3% |
| 10Y | +57.2% | +35.3% | +21.9% | +47.4% |
| All | +1,760.0% | +9,294.5% | -7,534.4% | +1,061.1% |
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 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