+27.5%
SWKS vs CAI
-9.3%
+36.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.7% | +5.9% |
| 7D | +5.7% | -26.3% | +32.0% | +8.3% |
| 30D | +17.3% | -17.5% | +34.8% | +19.1% |
| 3M | +28.3% | +5.8% | +22.4% | +27.8% |
| 6M | +26.1% | +53.6% | -27.6% | +21.7% |
| YTD | +41.1% | -9.2% | +50.3% | +42.0% |
| 1Y | +31.4% | -2.7% | +34.1% | +30.9% |
| All | +27.5% | -9.3% | +36.8% | +31.8% |
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