+51.0%
SWKS vs CASY
+550.0%
-499.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.1% |
| 7D | +10.9% | +2.5% | +8.4% | +10.0% |
| 30D | +17.6% | +10.2% | +7.4% | +13.9% |
| 3M | +29.2% | -15.7% | +44.9% | +35.3% |
| 6M | +37.0% | -18.4% | +55.3% | +42.8% |
| YTD | +44.9% | +28.3% | +16.7% | +26.4% |
| 1Y | +33.8% | +32.6% | +1.3% | +14.9% |
| 3Y | +10.2% | +159.5% | -149.3% | -30.3% |
| 5Y | -37.0% | +263.9% | -300.9% | -66.3% |
| All | +51.0% | +550.0% | -499.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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