+19.6%
SWKS vs CAI
-6.6%
+26.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.5% |
| 7D | -6.2% | -26.5% | +20.4% | -3.9% |
| 30D | -1.5% | -6.9% | +5.4% | -1.0% |
| 3M | +23.0% | +26.1% | -3.2% | +20.9% |
| 6M | +27.6% | +31.9% | -4.3% | +24.7% |
| YTD | +32.3% | -6.5% | +38.8% | +32.9% |
| 1Y | +20.1% | +2.5% | +17.6% | +19.0% |
| All | +19.6% | -6.6% | +26.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling