-43.6%
SWKS vs CB
+101.1%
-144.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -1.5% | +9.1% | -10.5% | -3.6% |
| 3M | +23.0% | +3.4% | +19.5% | +21.8% |
| 6M | +27.6% | +14.1% | +13.5% | +22.0% |
| YTD | +32.3% | +18.0% | +14.3% | +24.8% |
| 1Y | +20.1% | +30.1% | -10.0% | +9.3% |
| 3Y | +0.6% | +71.8% | -71.1% | -19.3% |
| All | -43.6% | +101.1% | -144.7% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling