-43.6%
SWKS vs CNC
-5.9%
-37.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.6% |
| 7D | -6.2% | +1.9% | -8.0% | -6.4% |
| 30D | -1.5% | +7.3% | -8.8% | -2.1% |
| 3M | +23.0% | +8.6% | +14.3% | +21.9% |
| 6M | +27.6% | +26.0% | +1.6% | +24.9% |
| YTD | +32.3% | +69.5% | -37.2% | +25.3% |
| 1Y | +20.1% | +88.0% | -67.9% | +12.4% |
| 3Y | +0.6% | -2.9% | +3.6% | -0.1% |
| All | -43.6% | -5.9% | -37.7% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling