-44.3%
SWKS vs CF
+111.0%
-155.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.2% |
| 7D | -4.9% | -6.9% | +1.9% | -3.9% |
| 30D | -1.2% | -3.7% | +2.6% | -0.7% |
| 3M | +24.2% | -5.0% | +29.1% | +25.0% |
| 6M | +21.5% | -10.5% | +31.9% | +23.1% |
| YTD | +33.5% | +46.5% | -13.0% | +21.7% |
| 1Y | +18.9% | +34.8% | -15.9% | +10.1% |
| 3Y | +0.4% | +46.7% | -46.3% | -9.6% |
| 5Y | -44.3% | +112.0% | -156.3% | -53.3% |
| All | -44.3% | +111.0% | -155.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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