-53.0%
SWKS vs CB
+99.7%
-152.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.0% |
| 7D | +12.5% | +0.5% | +12.0% | +12.3% |
| 30D | +10.5% | -3.1% | +13.6% | +11.3% |
| 3M | -7.4% | +9.0% | -16.3% | -10.5% |
| 6M | +32.7% | +2.9% | +29.8% | +30.6% |
| YTD | +19.2% | +10.1% | +9.1% | +14.4% |
| 1Y | +2.4% | +22.8% | -20.4% | -5.8% |
| 3Y | -25.6% | +73.8% | -99.4% | -41.6% |
| All | -53.0% | +99.7% | -152.7% | -65.9% |
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