+1,652.2%
CVS vs SWKS
+9,235.4%
-7,583.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +3.0% |
| 7D | -7.1% | -6.2% | -0.9% | -6.6% |
| 30D | -4.0% | -1.5% | -2.5% | -3.9% |
| 3M | -12.2% | +23.0% | -35.2% | -13.8% |
| 6M | -2.2% | +27.6% | -29.8% | -4.5% |
| YTD | +8.9% | +32.3% | -23.4% | +5.6% |
| 1Y | +9.9% | +20.1% | -10.3% | +7.3% |
| 3Y | +32.1% | +0.6% | +31.4% | +29.4% |
| 5Y | +5.7% | -42.3% | +48.0% | +6.9% |
| 10Y | +39.0% | +35.9% | +3.1% | +30.4% |
| All | +1,652.2% | +9,235.4% | -7,583.2% | +994.3% |
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 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