+50.8%
SWKS vs CFG
+216.2%
-165.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +9.4% | +3.2% | +6.2% | +7.9% |
| 30D | +17.0% | +5.1% | +11.8% | +14.3% |
| 3M | +28.9% | -11.2% | +40.2% | +35.6% |
| 6M | +33.1% | +9.6% | +23.6% | +27.5% |
| YTD | +44.8% | +15.0% | +29.8% | +35.0% |
| 1Y | +36.2% | +29.9% | +6.3% | +20.4% |
| 3Y | +11.5% | +192.1% | -180.6% | -31.6% |
| 5Y | -37.1% | +62.3% | -99.4% | -51.9% |
| All | +50.8% | +216.2% | -165.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling