+35.3%
SWKS vs CAG
-38.9%
+74.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -3.1% | +6.6% | -9.8% | -4.4% |
| 30D | +8.3% | +13.9% | -5.6% | +5.4% |
| 3M | +20.2% | +4.0% | +16.2% | +18.8% |
| 6M | +24.9% | +10.0% | +14.9% | +21.7% |
| YTD | +33.2% | -6.1% | +39.3% | +33.8% |
| 1Y | +23.6% | -4.3% | +27.9% | +23.6% |
| 3Y | +1.3% | -34.6% | +35.8% | +8.5% |
| 5Y | -40.6% | -39.4% | -1.1% | -36.2% |
| 10Y | +35.3% | -34.2% | +69.5% | +36.0% |
| All | +35.3% | -38.9% | +74.1% | +36.0% |
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