-36.5%
SWKS vs CAG
-41.0%
+4.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +9.4% | -3.3% | +12.8% | +9.8% |
| 30D | +17.0% | +7.7% | +9.3% | +15.8% |
| 3M | +28.9% | -3.2% | +32.1% | +29.1% |
| 6M | +33.1% | +7.0% | +26.2% | +31.8% |
| YTD | +44.8% | -9.0% | +53.8% | +46.5% |
| 1Y | +36.2% | -9.6% | +45.8% | +37.9% |
| 3Y | +11.5% | -36.0% | +47.5% | +16.7% |
| All | -36.5% | -41.0% | +4.4% | -30.8% |
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