-53.0%
SWKS vs CASY
+276.6%
-329.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | +10.5% | -11.3% | +21.8% | +13.7% |
| 3M | -7.4% | -0.6% | -6.7% | -9.1% |
| 6M | +32.7% | +10.7% | +21.9% | +26.0% |
| YTD | +19.2% | +37.1% | -18.0% | +5.0% |
| 1Y | +2.4% | +52.3% | -49.9% | -13.5% |
| 3Y | -25.6% | +215.2% | -240.8% | -53.6% |
| All | -53.0% | +276.6% | -329.7% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling