+2.4%
SWKS vs CNH
+29.2%
-26.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.1% |
| 7D | +12.5% | +23.3% | -10.8% | +4.8% |
| 30D | +10.5% | +33.5% | -23.0% | 0.0% |
| 3M | -7.4% | +32.7% | -40.1% | -16.1% |
| 6M | +32.7% | +22.2% | +10.5% | +23.0% |
| YTD | +19.2% | +57.7% | -38.5% | -1.1% |
| 1Y | +2.4% | +28.0% | -25.6% | -6.4% |
| All | +2.4% | +29.2% | -26.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling