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  • SWKS vs CG✓SelectedUSD · CGSWKS vs CG performance historyLatest closeAs of+3.52%09/04
Stock and ETF performance explorer

SWKS vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+261.7%
CG return
+351.2%
Excess return
-89.5%
Maximum drawdown
-72.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+3.5%-1.6%+5.2%+4.3%
7D+12.5%-4.3%+16.8%+14.8%
30D+10.5%-5.1%+15.6%+12.8%
3M-7.4%+8.7%-16.1%-11.9%
6M+32.7%-9.2%+41.9%+36.6%
YTD+19.2%-18.9%+38.0%+28.3%
1Y+2.4%-25.6%+28.0%+14.4%
3Y-25.6%+57.3%-82.9%-44.6%
5Y-53.4%+10.2%-63.6%-60.3%
10Y+23.2%+364.2%-341.1%-46.5%
All+261.7%+351.2%-89.5%+53.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling