+47.0%
SWKS vs CNC
+174.2%
-127.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.5% | +5.9% |
| 7D | +5.7% | -7.3% | +13.0% | +7.3% |
| 30D | +17.3% | +5.2% | +12.2% | +15.7% |
| 3M | +28.3% | +8.6% | +19.6% | +25.3% |
| 6M | +26.1% | +25.1% | +1.0% | +18.8% |
| YTD | +41.1% | +71.3% | -30.2% | +21.8% |
| 1Y | +31.4% | +99.3% | -67.9% | +9.2% |
| 3Y | +7.3% | -1.9% | +9.2% | +0.9% |
| 5Y | -37.7% | -6.4% | -31.3% | -42.1% |
| All | +47.0% | +174.2% | -127.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling