+51.0%
SWKS vs CNH
+107.0%
-56.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +4.7% |
| 7D | +10.9% | +6.4% | +4.5% | +7.1% |
| 30D | +17.6% | -1.6% | +19.2% | +17.6% |
| 3M | +29.2% | +11.6% | +17.6% | +20.2% |
| 6M | +37.0% | +12.5% | +24.4% | +25.9% |
| YTD | +44.9% | +31.1% | +13.9% | +21.7% |
| 1Y | +33.8% | +17.0% | +16.8% | +18.7% |
| 3Y | +10.2% | +28.7% | -18.5% | -7.6% |
| 5Y | -37.0% | -17.4% | -19.6% | -36.9% |
| All | +51.0% | +107.0% | -56.1% | -3.4% |
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 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