+25.9%
SWKS vs CNH
+162.8%
-136.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.6% |
| 7D | +12.5% | +23.3% | -10.8% | +1.6% |
| 30D | +10.5% | +33.5% | -23.0% | -4.5% |
| 3M | -7.4% | +32.7% | -40.1% | -20.2% |
| 6M | +32.7% | +22.2% | +10.5% | +17.6% |
| YTD | +19.2% | +57.7% | -38.5% | -7.3% |
| 1Y | +2.4% | +28.0% | -25.6% | -12.0% |
| 3Y | -25.6% | +11.5% | -37.2% | -32.8% |
| 5Y | -53.4% | +11.9% | -65.3% | -59.2% |
| All | +25.9% | +162.8% | -136.9% | -31.0% |
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