+18.9%
SWKS vs CNH
+15.2%
+3.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -4.9% | +6.5% | -11.4% | -6.9% |
| 30D | -1.2% | -12.0% | +10.8% | +2.8% |
| 3M | +24.2% | +4.4% | +19.8% | +21.6% |
| 6M | +21.5% | +15.7% | +5.8% | +14.6% |
| YTD | +33.5% | +28.2% | +5.3% | +18.4% |
| 1Y | +18.9% | +14.8% | +4.1% | +10.1% |
| All | +18.9% | +15.2% | +3.7% | +10.1% |
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