-25.2%
SWKS vs CNH
+9.6%
-34.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.5% |
| 7D | +12.5% | +23.3% | -10.8% | +1.4% |
| 30D | +10.5% | +33.5% | -23.0% | -4.8% |
| 3M | -7.4% | +32.7% | -40.1% | -20.3% |
| 6M | +32.7% | +22.2% | +10.5% | +17.9% |
| YTD | +19.2% | +57.7% | -38.5% | -9.0% |
| 1Y | +2.4% | +28.0% | -25.6% | -12.1% |
| All | -25.2% | +9.6% | -34.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling