-53.0%
SWKS vs CG
+10.1%
-63.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.3% |
| 7D | +12.5% | -4.3% | +16.8% | +14.9% |
| 30D | +10.5% | -5.1% | +15.6% | +12.9% |
| 3M | -7.4% | +8.7% | -16.1% | -12.1% |
| 6M | +32.7% | -9.2% | +41.9% | +36.9% |
| YTD | +19.2% | -18.9% | +38.0% | +29.0% |
| 1Y | +2.4% | -25.6% | +28.0% | +15.4% |
| 3Y | -25.6% | +57.3% | -82.9% | -47.1% |
| All | -53.0% | +10.1% | -63.1% | -62.3% |
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