+31.0%
SWKS vs CNC
+93.1%
-62.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.6% |
| 7D | +11.8% | -1.0% | +12.8% | +12.0% |
| 30D | +6.7% | -1.8% | +8.5% | +7.1% |
| 3M | 0.0% | -0.7% | +0.7% | -0.1% |
| 6M | +38.7% | +47.9% | -9.2% | +25.5% |
| YTD | +21.4% | +56.9% | -35.6% | +7.6% |
| 1Y | +2.9% | +123.9% | -121.0% | -17.1% |
| 3Y | -16.4% | -1.3% | -15.1% | -22.0% |
| 5Y | -51.2% | +2.8% | -53.9% | -56.5% |
| 10Y | +31.0% | +90.9% | -59.8% | +0.5% |
| All | +31.0% | +93.1% | -62.1% | +0.5% |
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