+1,440.1%
SWKS vs CF
+4,965.4%
-3,525.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -1.5% |
| 7D | -4.9% | -6.9% | +1.9% | -2.8% |
| 30D | -1.2% | -3.7% | +2.6% | -0.1% |
| 3M | +24.2% | -5.0% | +29.1% | +25.6% |
| 6M | +21.5% | -10.5% | +31.9% | +24.3% |
| YTD | +33.5% | +46.5% | -13.0% | +13.2% |
| 1Y | +18.9% | +34.8% | -15.9% | +3.6% |
| 3Y | +0.4% | +46.7% | -46.3% | -16.8% |
| 5Y | -44.3% | +112.0% | -156.3% | -62.1% |
| 10Y | +37.1% | +529.7% | -492.6% | -43.0% |
| All | +1,440.1% | +4,965.4% | -3,525.4% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling