+31.0%
SWKS vs CAH
+292.2%
-261.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.7% |
| 7D | +11.8% | +0.5% | +11.3% | +11.7% |
| 30D | +6.7% | +1.7% | +5.0% | +6.1% |
| 3M | 0.0% | +17.9% | -17.9% | -5.4% |
| 6M | +38.7% | +10.9% | +27.8% | +33.2% |
| YTD | +21.4% | +17.9% | +3.5% | +14.0% |
| 1Y | +2.9% | +61.7% | -58.8% | -13.9% |
| 3Y | -16.4% | +183.7% | -200.1% | -43.6% |
| 5Y | -51.2% | +401.3% | -452.5% | -73.8% |
| 10Y | +31.0% | +293.7% | -262.6% | -30.5% |
| All | +31.0% | +292.2% | -261.2% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling