+2.4%
SWKS vs CAH
+65.8%
-63.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +12.5% | +5.4% | +7.1% | +13.0% |
| 30D | +10.5% | +3.3% | +7.2% | +10.8% |
| 3M | -7.4% | +22.8% | -30.2% | -6.0% |
| 6M | +32.7% | +11.3% | +21.4% | +35.3% |
| YTD | +19.2% | +21.1% | -2.0% | +21.5% |
| 1Y | +2.4% | +67.2% | -64.9% | +7.1% |
| All | +2.4% | +65.8% | -63.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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