+32.1%
SWKS vs CAG
-38.1%
+70.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | -6.2% | +5.8% | -12.0% | -7.2% |
| 30D | -1.5% | +16.4% | -17.8% | -4.6% |
| 3M | +23.0% | +3.8% | +19.1% | +21.6% |
| 6M | +27.6% | +10.8% | +16.8% | +24.1% |
| YTD | +32.3% | -5.8% | +38.1% | +32.9% |
| 1Y | +20.1% | -2.4% | +22.5% | +19.6% |
| 3Y | +0.6% | -33.4% | +34.1% | +7.4% |
| 5Y | -42.3% | -39.4% | -2.9% | -38.0% |
| All | +32.1% | -38.1% | +70.2% | +35.4% |
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