-41.9%
SWKS vs CFG
+68.3%
-110.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | -0.6% |
| 7D | -2.7% | +0.3% | -3.0% | -3.0% |
| 30D | +8.5% | +3.2% | +5.3% | +6.7% |
| 3M | +17.3% | -9.7% | +27.0% | +23.0% |
| 6M | +25.1% | +3.6% | +21.5% | +22.3% |
| YTD | +33.3% | +14.7% | +18.7% | +23.3% |
| 1Y | +22.9% | +29.6% | -6.7% | +6.9% |
| 3Y | +5.5% | +190.6% | -185.0% | -38.9% |
| 5Y | -41.9% | +67.1% | -109.0% | -56.3% |
| All | -41.9% | +68.3% | -110.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling