+32.4%
SWKS vs CAG
-38.3%
+70.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.7% | +4.6% | -7.3% | -3.7% |
| 30D | +8.5% | +14.7% | -6.2% | +5.4% |
| 3M | +17.3% | +2.4% | +14.9% | +16.3% |
| 6M | +25.1% | +10.7% | +14.4% | +21.7% |
| YTD | +33.3% | -5.5% | +38.9% | +33.8% |
| 1Y | +22.9% | -4.6% | +27.5% | +23.0% |
| 3Y | +5.5% | -34.4% | +40.0% | +13.1% |
| 5Y | -41.9% | -39.2% | -2.7% | -37.6% |
| 10Y | +32.4% | -39.0% | +71.4% | +35.3% |
| All | +32.4% | -38.3% | +70.7% | +35.3% |
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