+296.8%
SWKS vs CG
+283.8%
+13.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.5% | +1.0% |
| 7D | -9.2% | -1.5% | -7.7% | -8.8% |
| 30D | -1.9% | +2.8% | -4.7% | -3.7% |
| 3M | +21.2% | -19.2% | +40.5% | +32.6% |
| 6M | +12.9% | -21.0% | +33.9% | +23.6% |
| YTD | +30.7% | -31.0% | +61.7% | +50.8% |
| 1Y | +14.1% | -21.1% | +35.2% | +22.9% |
| 3Y | -1.7% | +48.8% | -50.5% | -25.3% |
| 5Y | -43.0% | -21.5% | -21.5% | -43.3% |
| 10Y | +34.3% | +298.1% | -263.8% | -37.7% |
| All | +296.8% | +283.8% | +13.0% | +79.8% |
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