+35.3%
SWKS vs CNH
+107.8%
-72.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | +1.9% |
| 7D | -3.1% | +4.5% | -7.7% | -5.6% |
| 30D | +8.3% | +7.6% | +0.7% | +3.8% |
| 3M | +20.2% | +17.0% | +3.3% | +9.4% |
| 6M | +24.9% | +12.9% | +12.0% | +14.8% |
| YTD | +33.2% | +34.3% | -1.1% | +10.6% |
| 1Y | +23.6% | +28.5% | -5.0% | +4.6% |
| 3Y | +1.3% | +31.9% | -30.6% | -16.0% |
| 5Y | -40.6% | -9.6% | -31.0% | -43.0% |
| 10Y | +35.3% | +106.3% | -71.0% | -14.8% |
| All | +35.3% | +107.8% | -72.5% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling