+8,007.1%
SWKS vs CAG
+604.9%
+7,402.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | -3.8% | +16.3% | +13.2% |
| 30D | +10.5% | +3.1% | +7.4% | +9.9% |
| 3M | -7.4% | +23.5% | -30.9% | -10.8% |
| 6M | +32.7% | -14.8% | +47.5% | +35.5% |
| YTD | +19.2% | -5.4% | +24.6% | +19.6% |
| 1Y | +2.4% | -11.8% | +14.2% | +3.8% |
| 3Y | -25.6% | -36.7% | +11.0% | -21.0% |
| 5Y | -53.4% | -40.3% | -13.2% | -50.4% |
| 10Y | +23.2% | -37.0% | +60.2% | +26.9% |
| All | +8,007.1% | +604.9% | +7,402.3% | +7,418.2% |
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