-53.0%
SWKS vs CNC
+4.6%
-57.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.6% |
| 7D | +12.5% | +3.5% | +9.0% | +12.2% |
| 30D | +10.5% | +0.1% | +10.4% | +10.5% |
| 3M | -7.4% | +6.9% | -14.3% | -8.0% |
| 6M | +32.7% | +49.0% | -16.3% | +27.4% |
| YTD | +19.2% | +62.9% | -43.8% | +13.2% |
| 1Y | +2.4% | +134.0% | -131.6% | -6.8% |
| 3Y | -25.6% | +9.4% | -35.0% | -28.6% |
| All | -53.0% | +4.6% | -57.6% | -54.8% |
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