+9,358.3%
SWKS vs CB
+6,559.4%
+2,798.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.3% |
| 7D | +12.5% | +0.5% | +12.0% | +12.2% |
| 30D | +10.5% | -3.1% | +13.6% | +11.7% |
| 3M | -7.4% | +9.0% | -16.3% | -11.3% |
| 6M | +32.7% | +2.9% | +29.8% | +29.8% |
| YTD | +19.2% | +10.1% | +9.1% | +13.4% |
| 1Y | +2.4% | +22.8% | -20.4% | -7.1% |
| 3Y | -25.6% | +73.8% | -99.4% | -42.0% |
| 5Y | -53.4% | +99.2% | -152.6% | -65.9% |
| 10Y | +23.2% | +218.2% | -195.1% | -27.3% |
| All | +9,358.3% | +6,559.4% | +2,798.9% | +1,991.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling