+30.9%
SWKS vs CAI
-14.7%
+45.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.2% |
| 7D | +9.4% | -8.7% | +18.1% | +10.3% |
| 30D | +17.0% | -23.8% | +40.8% | +19.5% |
| 3M | +28.9% | +3.9% | +25.1% | +28.7% |
| 6M | +33.1% | +56.8% | -23.7% | +28.7% |
| YTD | +44.8% | -14.6% | +59.4% | +46.5% |
| 1Y | +36.2% | -5.2% | +41.4% | +35.7% |
| All | +30.9% | -14.7% | +45.5% | +35.9% |
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