+31.4%
SWKS vs CNH
+31.1%
+0.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.4% |
| 7D | +5.7% | +6.7% | -1.0% | +3.4% |
| 30D | +17.3% | +7.2% | +10.1% | +14.4% |
| 3M | +28.3% | +17.5% | +10.8% | +20.7% |
| 6M | +26.1% | +15.0% | +11.1% | +19.2% |
| YTD | +41.1% | +36.8% | +4.3% | +22.3% |
| 1Y | +31.4% | +27.6% | +3.8% | +16.2% |
| All | +31.4% | +31.1% | +0.3% | +16.2% |
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