+21.5%
SWKS vs CFG
+4.5%
+17.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.6% |
| 7D | -4.9% | +1.8% | -6.7% | -5.4% |
| 30D | -1.2% | +3.3% | -4.5% | -2.1% |
| 3M | +24.2% | -9.8% | +34.0% | +27.6% |
| 6M | +21.5% | +5.2% | +16.3% | +24.0% |
| All | +21.5% | +4.5% | +17.0% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling