+20.1%
SWKS vs CAG
-4.1%
+24.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | -6.2% | +5.8% | -12.0% | -6.3% |
| 30D | -1.5% | +16.4% | -17.8% | -2.3% |
| 3M | +23.0% | +3.8% | +19.1% | +22.8% |
| 6M | +27.6% | +10.8% | +16.8% | +28.4% |
| YTD | +32.3% | -5.8% | +38.1% | +32.8% |
| 1Y | +20.1% | -2.4% | +22.5% | +19.6% |
| All | +20.1% | -4.1% | +24.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling