-8.5%
SWKS vs CART
+37.6%
-46.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.7% |
| 7D | -9.2% | +1.2% | -10.4% | -9.4% |
| 30D | -1.9% | +27.1% | -29.0% | -5.5% |
| 3M | +21.2% | +27.4% | -6.2% | +16.2% |
| 6M | +12.9% | +32.1% | -19.2% | +7.2% |
| YTD | +30.7% | +28.5% | +2.3% | +24.4% |
| 1Y | +14.1% | +58.8% | -44.7% | +4.5% |
| 3Y | -1.7% | +114.8% | -116.5% | -16.4% |
| All | -8.5% | +37.6% | -46.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling