-0.6%
SWKS vs CI
+2.7%
-3.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -9.2% | +1.0% | -10.2% | -9.3% |
| 30D | -1.9% | +9.9% | -11.8% | -2.8% |
| 3M | +21.2% | +12.1% | +9.2% | +19.8% |
| 6M | +12.9% | +10.6% | +2.3% | +11.2% |
| YTD | +30.7% | +11.4% | +19.3% | +28.6% |
| 1Y | +14.1% | +18.8% | -4.6% | +11.3% |
| All | -0.6% | +2.7% | -3.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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