-17.1%
SWKS vs CNC
+5.2%
-22.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.6% |
| 7D | +12.5% | +3.5% | +9.0% | +12.3% |
| 30D | +10.5% | +0.1% | +10.4% | +10.5% |
| 3M | -7.4% | +6.9% | -14.3% | -7.7% |
| 6M | +32.7% | +49.0% | -16.3% | +30.0% |
| YTD | +19.2% | +62.9% | -43.8% | +16.1% |
| 1Y | +2.4% | +134.0% | -131.6% | -2.3% |
| All | -17.1% | +5.2% | -22.3% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling