-36.5%
SWKS vs CG
-23.0%
-13.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +9.4% | +0.2% | +9.3% | +9.0% |
| 30D | +17.0% | +11.2% | +5.8% | +10.2% |
| 3M | +28.9% | -22.1% | +51.0% | +44.0% |
| 6M | +33.1% | -17.9% | +51.1% | +43.3% |
| YTD | +44.8% | -31.3% | +76.1% | +68.3% |
| 1Y | +36.2% | -24.0% | +60.2% | +49.5% |
| 3Y | +11.5% | +45.0% | -33.5% | -19.2% |
| All | -36.5% | -23.0% | -13.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling