+22.3%
SWKS vs CAI
-11.0%
+33.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.8% |
| 7D | +17.5% | -5.1% | +22.6% | +17.9% |
| 30D | +23.0% | +3.9% | +19.1% | +22.4% |
| 3M | +19.5% | +40.1% | -20.5% | +16.3% |
| 6M | +54.3% | +29.7% | +24.6% | +50.0% |
| YTD | +35.3% | -10.9% | +46.2% | +36.0% |
| 1Y | +17.9% | -28.0% | +45.9% | +21.6% |
| All | +22.3% | -11.0% | +33.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling