-53.0%
SWKS vs CAG
-40.1%
-13.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +12.5% | -3.8% | +16.3% | +13.1% |
| 30D | +10.5% | +3.1% | +7.4% | +10.0% |
| 3M | -7.4% | +23.5% | -30.9% | -10.0% |
| 6M | +32.7% | -14.8% | +47.5% | +36.3% |
| YTD | +19.2% | -5.4% | +24.6% | +20.2% |
| 1Y | +2.4% | -11.8% | +14.2% | +4.2% |
| 3Y | -25.6% | -36.7% | +11.0% | -22.0% |
| All | -53.0% | -40.1% | -13.0% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling