+8,007.1%
SWKS vs CAH
+15,076.3%
-7,069.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +12.5% | +5.4% | +7.1% | +10.6% |
| 30D | +10.5% | +3.3% | +7.2% | +9.2% |
| 3M | -7.4% | +22.8% | -30.2% | -14.0% |
| 6M | +32.7% | +11.3% | +21.4% | +26.7% |
| YTD | +19.2% | +21.1% | -2.0% | +10.3% |
| 1Y | +2.4% | +67.2% | -64.9% | -16.0% |
| 3Y | -25.6% | +195.6% | -221.2% | -50.7% |
| 5Y | -53.4% | +413.8% | -467.3% | -74.9% |
| 10Y | +23.2% | +309.6% | -286.4% | -32.9% |
| All | +8,007.1% | +15,076.3% | -7,069.2% | +1,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling