-36.5%
SWKS vs CAH
+505.3%
-541.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +9.4% | +3.5% | +6.0% | +8.9% |
| 30D | +17.0% | +13.5% | +3.5% | +14.7% |
| 3M | +28.9% | +21.8% | +7.1% | +24.8% |
| 6M | +33.1% | +51.5% | -18.4% | +22.8% |
| YTD | +44.8% | +38.1% | +6.7% | +35.7% |
| 1Y | +36.2% | +37.7% | -1.5% | +27.7% |
| 3Y | +11.5% | +179.6% | -168.1% | -15.8% |
| All | -36.5% | +505.3% | -541.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling