-0.6%
SWKS vs CG
+48.3%
-48.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.5% | +0.7% |
| 7D | -9.2% | -1.5% | -7.7% | -8.8% |
| 30D | -1.9% | +2.8% | -4.7% | -3.6% |
| 3M | +21.2% | -19.2% | +40.5% | +31.9% |
| 6M | +12.9% | -21.0% | +33.9% | +23.2% |
| YTD | +30.7% | -31.0% | +61.7% | +50.8% |
| 1Y | +14.1% | -21.1% | +35.2% | +22.0% |
| All | -0.6% | +48.3% | -48.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling