-25.2%
SWKS vs CB
+74.5%
-99.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.6% |
| 7D | +12.5% | +0.5% | +12.0% | +12.5% |
| 30D | +10.5% | -3.1% | +13.6% | +10.7% |
| 3M | -7.4% | +9.0% | -16.3% | -8.7% |
| 6M | +32.7% | +2.9% | +29.8% | +32.1% |
| YTD | +19.2% | +10.1% | +9.1% | +16.9% |
| 1Y | +2.4% | +22.8% | -20.4% | -1.9% |
| All | -25.2% | +74.5% | -99.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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