+8,794.6%
SWKS vs CAG
+614.4%
+8,180.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.5% |
| 7D | -9.2% | +11.4% | -20.5% | -10.8% |
| 30D | -1.9% | +16.7% | -18.6% | -4.5% |
| 3M | +21.2% | +4.5% | +16.7% | +20.0% |
| 6M | +12.9% | +13.3% | -0.5% | +9.9% |
| YTD | +30.7% | -4.2% | +34.9% | +30.6% |
| 1Y | +14.1% | -2.9% | +17.1% | +13.7% |
| 3Y | -1.7% | -33.2% | +31.5% | +3.3% |
| 5Y | -43.0% | -38.4% | -4.6% | -39.8% |
| 10Y | +34.3% | -36.4% | +70.7% | +37.8% |
| All | +8,794.6% | +614.4% | +8,180.2% | +8,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling