+23.8%
SWKS vs CAG
-5.3%
+29.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.7% | +4.6% | -7.3% | -2.8% |
| 30D | +8.5% | +14.7% | -6.2% | +7.6% |
| 3M | +17.3% | +2.4% | +14.9% | +17.2% |
| 6M | +25.1% | +10.7% | +14.4% | +26.1% |
| YTD | +33.3% | -5.5% | +38.9% | +33.7% |
| All | +23.8% | -5.3% | +29.1% | +22.9% |
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 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