-0.6%
SWKS vs CASY
+154.8%
-155.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.3% |
| 7D | -9.2% | +1.8% | -11.0% | -9.4% |
| 30D | -1.9% | +11.2% | -13.1% | -3.2% |
| 3M | +21.2% | -19.1% | +40.3% | +25.4% |
| 6M | +12.9% | -19.9% | +32.8% | +17.2% |
| YTD | +30.7% | +25.2% | +5.6% | +19.0% |
| 1Y | +14.1% | +31.6% | -17.5% | +2.0% |
| All | -0.6% | +154.8% | -155.3% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling