-25.2%
SWKS vs CASY
+215.7%
-241.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +10.5% | -11.3% | +21.8% | +12.7% |
| 3M | -7.4% | -0.6% | -6.7% | -8.8% |
| 6M | +32.7% | +10.7% | +21.9% | +27.6% |
| YTD | +19.2% | +37.1% | -18.0% | +8.1% |
| 1Y | +2.4% | +52.3% | -49.9% | -10.3% |
| All | -25.2% | +215.7% | -241.0% | -44.1% |
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