+32.1%
SWKS vs CAH
+440.2%
-408.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.8% |
| 7D | -6.2% | +8.5% | -14.6% | -8.4% |
| 30D | -1.5% | +17.0% | -18.5% | -6.1% |
| 3M | +23.0% | +14.6% | +8.4% | +17.6% |
| 6M | +27.6% | +42.5% | -14.9% | +13.4% |
| YTD | +32.3% | +33.5% | -1.2% | +19.4% |
| 1Y | +20.1% | +38.5% | -18.4% | +6.9% |
| 3Y | +0.6% | +179.0% | -178.4% | -31.2% |
| 5Y | -42.3% | +507.2% | -549.5% | -71.0% |
| All | +32.1% | +440.2% | -408.0% | -35.4% |
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