+46.0%
SWKS vs CAG
-35.6%
+81.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.3% | +6.4% |
| 7D | +5.7% | -1.8% | +7.4% | +6.0% |
| 30D | +17.3% | +9.7% | +7.7% | +14.9% |
| 3M | +28.3% | +0.5% | +27.8% | +27.6% |
| 6M | +26.1% | +8.9% | +17.1% | +23.0% |
| YTD | +41.1% | -8.4% | +49.4% | +42.3% |
| 1Y | +31.4% | -8.3% | +39.7% | +32.5% |
| 3Y | +7.3% | -36.1% | +43.4% | +15.4% |
| 5Y | -37.7% | -40.1% | +2.4% | -33.0% |
| 10Y | +46.0% | -36.9% | +82.9% | +45.9% |
| All | +46.0% | -35.6% | +81.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling